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absolute(double...) - Static method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
Creates a shift that adds a fixed amount to the value at every node in the curve.
absolute(double) - Static method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
Creates a shift that adds a fixed amount to the value at every node in the curve.
absolute(int, double) - Static method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
Creates a shift that adds a fixed amount to the value at the specified node.
absolute(Curve, double) - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
Returns a curve based on an underlying curve with a fixed amount added to the Y values.
absoluteTolerance(double) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
Sets the absolute tolerance for the root finder.
absoluteTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
The meta-property for the absoluteTolerance property.
AbstractBondFutureProductPricer - Class in com.opengamma.strata.pricer.bond
Base pricer for bond futures.
AbstractBondFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.bond.AbstractBondFutureProductPricer
Creates an instance.
AbstractBondFutureTradePricer - Class in com.opengamma.strata.pricer.bond
Base pricer for bond futures.
AbstractBondFutureTradePricer() - Constructor for class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer
Creates an instance.
AbstractBulletPaymentFunction<T> - Class in com.opengamma.strata.function.calculation.payment
Perform calculations on a single BulletPaymentTrade for each of a set of scenarios.
AbstractBulletPaymentFunction() - Constructor for class com.opengamma.strata.function.calculation.payment.AbstractBulletPaymentFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractBulletPaymentFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.payment.AbstractBulletPaymentFunction
Creates a new instance.
AbstractCalculationFunction<T extends CalculationTarget,R> - Class in com.opengamma.strata.function.calculation
Abstract function calculating a result for each of a set of scenarios.
AbstractCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.AbstractCalculationFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractCalculationFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.AbstractCalculationFunction
Creates a new instance.
AbstractCdsFunction<T> - Class in com.opengamma.strata.function.calculation.credit
Perform calculations on a single CdsTrade for each of a set of scenarios.
AbstractCdsFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractCdsFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
Creates a new instance.
AbstractDeliverableSwapFutureFunction<T> - Class in com.opengamma.strata.function.calculation.swap
Perform calculations on a single DeliverableSwapFutureTrade for each of a set of scenarios.
AbstractDeliverableSwapFutureFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.AbstractDeliverableSwapFutureFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractDeliverableSwapFutureFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.swap.AbstractDeliverableSwapFutureFunction
Creates a new instance.
AbstractDeliverableSwapFutureProductPricer - Class in com.opengamma.strata.pricer.swap
Base pricer for deliverable swap futures.
AbstractDeliverableSwapFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureProductPricer
Creates an instance.
AbstractDeliverableSwapFutureTradePricer - Class in com.opengamma.strata.pricer.swap
Base pricer for deliverable swap futures.
AbstractDeliverableSwapFutureTradePricer() - Constructor for class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureTradePricer
Creates an instance.
AbstractFraFunction<T> - Class in com.opengamma.strata.function.calculation.fra
Perform calculations on a single FraTrade for each of a set of scenarios.
AbstractFraFunction() - Constructor for class com.opengamma.strata.function.calculation.fra.AbstractFraFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractFraFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.fra.AbstractFraFunction
Creates a new instance.
AbstractFxNdfFunction<T> - Class in com.opengamma.strata.function.calculation.fx
Perform calculations on a single FxNdfTrade for each of a set of scenarios.
AbstractFxNdfFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.AbstractFxNdfFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractFxNdfFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.fx.AbstractFxNdfFunction
Creates a new instance.
AbstractFxSingleFunction<T> - Class in com.opengamma.strata.function.calculation.fx
Perform calculations on a single FxSingleTrade for each of a set of scenarios.
AbstractFxSingleFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.AbstractFxSingleFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractFxSingleFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.fx.AbstractFxSingleFunction
Creates a new instance.
AbstractFxSwapFunction<T> - Class in com.opengamma.strata.function.calculation.fx
Perform calculations on a single FxSwapTrade for each of a set of scenarios.
AbstractFxSwapFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.AbstractFxSwapFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractFxSwapFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.fx.AbstractFxSwapFunction
Creates a new instance.
AbstractGenericFutureFunction<T> - Class in com.opengamma.strata.function.calculation.future
Perform calculations on a single GenericFutureTrade for each of a set of scenarios.
AbstractGenericFutureFunction() - Constructor for class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractGenericFutureFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction
Creates a new instance.
AbstractGenericFutureOptionFunction<T> - Class in com.opengamma.strata.function.calculation.future
Perform calculations on a single GenericFutureOptionTrade for each of a set of scenarios.
AbstractGenericFutureOptionFunction() - Constructor for class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractGenericFutureOptionFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction
Creates a new instance.
AbstractIborFutureFunction<T> - Class in com.opengamma.strata.function.calculation.index
Perform calculations on a single IborFutureTrade for each of a set of scenarios.
AbstractIborFutureFunction() - Constructor for class com.opengamma.strata.function.calculation.index.AbstractIborFutureFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractIborFutureFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.index.AbstractIborFutureFunction
Creates a new instance.
AbstractIborFutureProductPricer - Class in com.opengamma.strata.pricer.index
Base pricer for Ibor futures.
AbstractIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.AbstractIborFutureProductPricer
Creates an instance.
AbstractIborFutureTradePricer - Class in com.opengamma.strata.pricer.index
Base pricer for Ibor futures.
AbstractIborFutureTradePricer() - Constructor for class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer
Creates an instance.
AbstractRatesProvider - Class in com.opengamma.strata.pricer.rate
An abstract rates provider implementation.
AbstractRatesProvider() - Constructor for class com.opengamma.strata.pricer.rate.AbstractRatesProvider
 
AbstractSwapFunction<T> - Class in com.opengamma.strata.function.calculation.swap
Perform calculations on a single SwapTrade for each of a set of scenarios.
AbstractSwapFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.AbstractSwapFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractSwapFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.swap.AbstractSwapFunction
Creates a new instance.
AbstractSwaptionFunction<T> - Class in com.opengamma.strata.function.calculation.swaption
Perform calculations on a single SwaptionTrade for each of a set of scenarios.
AbstractSwaptionFunction() - Constructor for class com.opengamma.strata.function.calculation.swaption.AbstractSwaptionFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractSwaptionFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.swaption.AbstractSwaptionFunction
Creates a new instance.
AbstractTermDepositFunction<T> - Class in com.opengamma.strata.function.calculation.deposit
Perform calculations on a single TermDepositTrade for each of a set of scenarios.
AbstractTermDepositFunction() - Constructor for class com.opengamma.strata.function.calculation.deposit.AbstractTermDepositFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractTermDepositFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.deposit.AbstractTermDepositFunction
Creates a new instance.
accept(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiConsumer
Performs this operation on the given arguments.
accept(T) - Method in interface com.opengamma.strata.collect.function.CheckedConsumer
Performs this operation on the given argument.
accept(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoubleConsumer
Consumes the values, performing an action.
accept(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoubleConsumer
Consumes the values, performing an action.
ACCRUAL_DAY_COUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The day count used to calculate the year fraction.
ACCRUAL_DAYS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The number of days between the start and end dates.
ACCRUAL_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of accrual periods.
ACCRUAL_YEAR_FRACTION - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The year fraction between the start and end dates.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the business day adjustment to apply to accrual schedule dates.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the business day adjustment to apply to accrual schedule dates.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the business day adjustment to apply to accrual schedule dates.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualDayCount - Variable in class com.opengamma.strata.product.credit.ExpandedCds
The day count convention to be used for calculating the accrual.
accrualDayCount(DayCount) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
Sets the day count convention to be used for calculating the accrual.
accrualDayCount() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
The meta-property for the accrualDayCount property.
accrualFactor(double) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the accrual factor, defaulted from the index if not set.
accrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the accrualFactor property.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the periodic frequency of accrual.
accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the accrualFrequency property.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the periodic frequency of accrual.
accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the accrualFrequency property.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the periodic frequency of accrual.
accrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the accrualFrequency property.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the method of accruing overnight interest, defaulted to 'Compounded'.
accrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the accrualMethod property.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the method of accruing overnight interest, defaulted to 'Compounded'.
accrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the accrualMethod property.
accrualPeriods(List<RateAccrualPeriod>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the accrual periods that combine to form the payment period.
accrualPeriods(RateAccrualPeriod...) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the accrualPeriods property in the builder from an array of objects.
accrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the accrualPeriods property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets the accrual period schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the accrualSchedule property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets the accrual schedule.
accrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the accrualSchedule property.
ACCRUED_INTEREST - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the accrued interest of the calculation target.
accruedInterest(FixedCouponBond, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the accrued interest of the fixed coupon bond with the specified settlement date.
accruedInterest(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the accrued interest since the last payment.
accruedInterest(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the accrued interest since the last payment.
accruedInterest(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Calculates the accrued interest since the last payment.
ACT_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/360' day count, which divides the actual number of days by 360.
ACT_364 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/364' day count, which divides the actual number of days by 364.
ACT_365_25 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365.25' day count, which divides the actual number of days by 365.25.
ACT_365_ACTUAL - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365 Actual' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not.
ACT_365F - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365F' day count, which divides the actual number of days by 365 (fixed).
ACT_365L - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365L' day count, which divides the actual number of days by 365 or 366.
ACT_ACT_AFB - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/Act AFB' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not, with additional rules for periods over one year.
ACT_ACT_ICMA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/Act ICMA' day count, which divides the actual number of days by the actual number of days in the coupon period multiplied by the frequency.
ACT_ACT_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/Act ISDA' day count, which divides the actual number of days in a leap year by 366 and the actual number of days in a standard year by 365.
add(String, Object) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfigBuilder
Adds an item of configuration under the specified name.
add(TypedString<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfigBuilder
Adds an item of configuration under the specified name.
add(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Adds a point sensitivity, mutating the internal list.
addAll(List<PointSensitivity>) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Adds a list of point sensitivities, mutating the internal list.
addAll(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Merges the list of point sensitivities from another instance, mutating the internal list.
addArgument(String, Object) - Method in class com.opengamma.strata.calc.config.FunctionConfigBuilder
Adds a constructor argument used when creating function instances.
addArgument(String, Object) - Method in class com.opengamma.strata.calc.config.pricing.PricingRuleBuilder
Adds a constructor argument for creating function instances to perform calculations.
addArguments(Map<String, Object>) - Method in class com.opengamma.strata.calc.config.FunctionConfigBuilder
Adds constructor arguments used when creating function instances.
addCurve(NodalCurveDefinition, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
Adds the definition of a curve to the curve group definition which is used to provide discount rates and forward rates.
addCurve(CurveName, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
Adds a curve to the curve group definition which is used to provide discount rates and forward rates.
addDefault(T) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfigBuilder
Adds an item of configuration that is the default of its type.
addDiscountCurve(NodalCurveDefinition, Currency, Currency...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
Adds the definition of a discount curve to the curve group definition.
addDiscountCurve(CurveName, Currency, Currency...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
Adds the definition of a discount curve to the curve group definition.
AddFixedCurve - Class in com.opengamma.strata.market.curve
A curve formed from two curves, the fixed curve and the spread curve.
AddFixedCurve.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for AddFixedCurve.
addForwardCurve(NodalCurveDefinition, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
Adds the definition of a forward curve to the curve group definition.
addForwardCurve(CurveName, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
Adds the definition of a forward curve to the curve group definition.
addFunction(Measure, Class<? extends CalculationSingleFunction<T, ?>>) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder
Adds a function to the function group.
addFunction(Measure, FunctionConfig<T>) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder
Adds a function to the function group.
addInfo(CurveInfoType<T>, T) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Adds a single piece of additional information.
addInfo(Map<CurveInfoType<?>, Object>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Adds additional information.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
Sets the additional spread added to the price.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
Sets the additional spread added to the market quote.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
Sets the additional spread added to the rate.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
Sets the additional spread added to the market quote.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionalSpread(double) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
Sets the additional spread added to the market quote.
additionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
The meta-property for the additionalSpread property.
additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
Sets the addition convention to apply.
additionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
The meta-property for the additionConvention property.
additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
Sets the addition convention to apply.
additionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
The meta-property for the additionConvention property.
addListEntry(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Adds a list entry using a consumer callback function.
addListEntryWithIndex(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Adds a list entry using a consumer callback function, including the list index.
addMeasures(Measure...) - Method in class com.opengamma.strata.calc.config.pricing.PricingRuleBuilder
Adds measures to the pricing rule.
addOutputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds the output currencies.
addParameterMetadata(CurveParameterMetadata) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Adds a single piece of parameter metadata.
addRate(CurrencyPair, double) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Builder
Adds a new rate for a currency pair to the builder.
addRate(Currency, Currency, double) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Builder
Add a new pair of currencies to the builder.
addRates(Map<CurrencyPair, Double>) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Builder
Adds a collection of new rates for currency pairs to the builder.
addRequirements(MarketDataRequirements) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds all requirements from an instance of MarketDataRequirements to this builder.
addResult(MarketDataId<T>, Result<MarketDataBox<T>>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds a result for a single item of market data, replacing any existing value with the same ID.
addResultUnsafe(MarketDataId<T>, Result<MarketDataBox<?>>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds a result for a single item of market data, replacing any existing value with the same ID.
addShift(int, Object, double) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShiftsBuilder
Adds a shift for a curve node to the builder.
addShift(Object, double) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShiftBuilder
Adds a shift for a curve node to the builder.
addShifts(int, Map<?, Double>) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShiftsBuilder
Adds multiple shifts to the builder.
addShifts(Map<?, Double>) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShiftBuilder
Adds multiple shifts to the builder.
addTimeSeries(ObservableKey, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
Adds a time-series of market data values to the builder.
addTimeSeries(Map<? extends ObservableKey, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
Adds multiple time-series of market data values to the builder.
addTimeSeries(Collection<? extends ObservableId>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds requirements for time series of observable market data.
addTimeSeries(ObservableId...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds requirements for time series of observable market data.
addTimeSeries(ObservableId, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds a time series of observable market data values, replacing any existing time series with the same ID.
addTimeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds multiple time series of observable market data, replacing any existing time series with the same IDs.
addTimeSeriesResult(ObservableId, Result<LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds a time series of observable market data values, replacing any existing time series with the same ID.
addTo(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor
Adds this tenor to the specified date.
addTo(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency
Adds the period of this frequency to the specified date.
addValue(MarketDataKey<T>, T) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
Adds a value to the builder.
addValue(MarketDataId<T>, T) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds a single item of market data, replacing any existing value with the same ID.
addValue(MarketDataId<T>, MarketDataBox<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds a single item of market data, replacing any existing value with the same ID.
addValue(MarketDataId<T>, List<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds multiple values for an item of market data, one for each scenario.
addValue(MarketDataId<T>, ScenarioMarketDataValue<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds multiple values for an item of market data, one for each scenario.
addValues(Map<? extends MarketDataKey<?>, ?>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
Adds multiple values to the builder.
addValues(Collection<? extends MarketDataId<?>>) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds requirements for single values of market data.
addValues(MarketDataId<?>...) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Adds requirements for single values of market data.
addValues(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Adds multiple items of market data, replacing any existing values with the same IDs.
addValuesById(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
Adds multiple values to the builder.
adjust(LocalDate) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Adjusts the date as necessary if it is not a business day.
adjust(LocalDate, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention
Adjusts the date as necessary if it is not a business day.
adjust(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateAdjuster
Adjusts the date according to the rules of the implementation.
adjust(LocalDate) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Adjusts the date, adding the period in days using the holiday calendar and then applying a business day adjustment.
adjust(LocalDate, Period, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Adjusts the base date, adding the period and applying the convention rule.
adjust(LocalDate) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Adjusts the date, adding the period and then applying the business day adjustment.
adjust(LocalDate) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Adjusts the date, adding the tenor and then applying the business day adjustment.
adjust(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Adjusts the date according to the rules of the roll convention.
adjust(double) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
Adjusts the base value based on the criteria of this adjustment.
adjust(double, double) - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Adjusts the base value based on the type and the modifying value.
adjust(double) - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Adjusts the specified rate according to the rate method rule.
AdjustableDate - Class in com.opengamma.strata.basics.date
An adjustable date.
AdjustableDate.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for AdjustableDate.
adjustBy(int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Returns an adjuster that changes the date.
adjustDate(TemporalAdjuster) - Method in class com.opengamma.strata.basics.currency.Payment
Adjusts the payment date using the rules of the specified adjuster.
adjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate
Adjusts the date using the business day adjustment.
adjustInto(Temporal) - Method in interface com.opengamma.strata.basics.date.DateAdjuster
Adjusts the temporal according to the rules of the implementation.
adjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
The meta-property for the adjustment property.
adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
Sets the business day adjustment that is performed to the result of the addition.
adjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
The meta-property for the adjustment property.
adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
Sets the business day adjustment that is performed to the result of the addition.
adjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
The meta-property for the adjustment property.
adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
Sets the business day adjustment that is performed to the result of the addition.
adjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
The meta-property for the adjustment property.
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.swap.PaymentEvent
Adjusts the payment date using the rules of the specified adjuster.
adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
Adjusts the payment date using the rules of the specified adjuster.
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
AED - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'AED' - UAE Dirham.
AggregatingCalculationListener<T> - Class in com.opengamma.strata.calc.runner
Superclass for mutable calculation listeners that collect the results of individual calculations and create a single aggregate result when the calculations are complete.
AggregatingCalculationListener() - Constructor for class com.opengamma.strata.calc.runner.AggregatingCalculationListener
 
agreedFxRate(FxRate) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder
Sets the FX rate agreed for the value date at the inception of the trade.
agreedFxRate() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta
The meta-property for the agreedFxRate property.
agreedFxRate(FxRate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
Sets the FX rate agreed for the value date at the inception of the trade.
agreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
The meta-property for the agreedFxRate property.
ALL - Static variable in class com.opengamma.strata.collect.range.LocalDateRange
A range over the whole time-line.
allIndices() - Method in class com.opengamma.strata.product.swap.Swap
Returns the set of indices referred to by the swap.
allIndices() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Returns the set of indices referred to by the leg.
allSuccessful(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
Checks if all the results are successful.
allSuccessful(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
Checks if all the results are successful.
AllTargetsMarketDataRule - Class in com.opengamma.strata.calc.config
A market data rule which matches all calculation targets.
AllTargetsMarketDataRule.Meta - Class in com.opengamma.strata.calc.config
The meta-bean for AllTargetsMarketDataRule.
alpha(LocalDate, LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Calculates the alpha value for the specified period with respect to the maturity date.
alphaAdjoint(LocalDate, LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Calculates the alpha and its derivative values for the specified period with respect to the maturity date.
alphaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
The meta-property for the alphaSensitivity property.
alternateNames() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Returns the complete map of alternate name to standard name.
ALWAYS_0 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule
A value schedule that always has the value zero.
ALWAYS_1 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule
A value schedule that always has the value one.
ambiguousTokenFailure(T, String) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
Generates a failure result for an ambiguous token.
amount(CurrencyAmount) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Sets the amount associated with the leg.
amount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
The meta-property for the amount property.
amount(ValueSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets the known amount schedule.
amount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the amount property.
amount(ValueSchedule) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the notional amount.
amount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the amount property.
amounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
The meta-property for the amounts property.
amounts() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
The meta-property for the amounts property.
and(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
Returns a new predicate that returns true if both predicates return true.
and(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
Returns a new predicate that returns true if both predicates return true.
and(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
Returns a new predicate that returns true if both predicates return true.
andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction
Returns a new function that composes this function and the specified function.
andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction
Returns a new function that composes this function and the specified function.
andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction
Returns a new function that composes this function and the specified function.
annuityCash(SwapLeg, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the conventional cash annuity from a swap leg.
annuityCashDerivative(SwapLeg, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the derivative of the conventional cash annuity with respect to the yield from a swap leg.
AnyCurveFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve
A market data filter that matches any curve.
AnyCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve
The meta-bean for AnyCurveFilter.
AnyDiscountCurveFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve
A market data filter that matches any discount curve.
AnyDiscountCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve
The meta-bean for AnyDiscountCurveFilter.
anyFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
Checks if any of the results are failures.
anyFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
Checks if any of the results are failures.
AnyIndexForwardCurveFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve
A market data filter that matches any forward curve for an index.
AnyIndexForwardCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve
The meta-bean for AnyIndexForwardCurveFilter.
anyTarget(MarketDataMappings) - Static method in interface com.opengamma.strata.calc.config.MarketDataRule
Returns a market data rule that matches any target.
apply(Function<T, R>) - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Applies a function to the contents of the box and returns another box.
apply(int, ObjIntFunction<T, R>) - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Applies a function to the contents of the box once for each scenario and returns a box containing scenario data built from the return values of the function calls.
apply(Function<T, R>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
apply(int, ObjIntFunction<T, R>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
apply(Function<T, R>) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
apply(int, ObjIntFunction<T, R>) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
apply(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Applies an operator to each element in the array, returning a new array.
apply(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiFunction
Applies this function to the given arguments.
apply(T) - Method in interface com.opengamma.strata.collect.function.CheckedFunction
Applies this function to the given argument.
apply(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction
Applies the function.
apply(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction
Applies the function.
apply(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction
Applies the function.
applyAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Applies an addition to each element in the array, returning a new array.
applyAsDouble(double, double, double) - Method in interface com.opengamma.strata.collect.function.DoubleTernaryOperator
Applies the function.
applyAsDouble(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoubleToDoubleFunction
Performs an operation on the values.
applyAsDouble(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoubleToDoubleFunction
Performs an operation on the values.
applyAsDouble(int, int) - Method in interface com.opengamma.strata.collect.function.IntIntToDoubleFunction
Performs an operation on the values.
applyMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Applies a multiplication to each element in the array, returning a new array.
applyPerturbation(MarketDataBox<T>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
Applies the perturbations in this mapping to an item of market data and returns the results.
applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
applyPerturbation(Perturbation<Curve>) - Method in interface com.opengamma.strata.market.curve.Curve
Applies the perturbation to this curve.
applyPerturbation(Perturbation<Surface>) - Method in interface com.opengamma.strata.market.surface.Surface
Applies the perturbation to this surface.
applyPerturbation(Perturbation<Curve>) - Method in interface com.opengamma.strata.market.view.DiscountFactors
Applies the specified perturbation to the underlying curve.
applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
applyPerturbation(Perturbation<Curve>) - Method in interface com.opengamma.strata.market.view.IborIndexRates
Applies the specified perturbation to the underlying curve.
applyPerturbation(Perturbation<Curve>) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Applies the specified perturbation to the underlying curve.
applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
applyPerturbation(Perturbation<Curve>) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
applyShift(double, double) - Method in enum com.opengamma.strata.market.ShiftType
Applies the shift to the value using appropriate logic for the shift type.
applyTo(MarketDataBox<T>) - Method in interface com.opengamma.strata.calc.marketdata.scenario.ScenarioPerturbation
Applies this perturbation to the market data in a box, returning a box containing new, modified data.
applyTo(MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
 
applyTo(MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
 
applyTo(Curve) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
 
applyTo(Curve) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
 
applyTo(Curve) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
 
applyTo(T) - Method in interface com.opengamma.strata.market.Perturbation
Applies this perturbation to the specified market data, returning a new, modified instance.
applyToPeriod(SchedulePeriod) - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Applies this FxResetCalculation to the the specified period.
AR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'AR' - Argentina.
ArgChecker - Class in com.opengamma.strata.collect
Contains utility methods for checking inputs to methods.
arguments() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
The meta-property for the arguments property.
arguments() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
The meta-property for the arguments property.
ARS - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'ARS' - Argentine Peso.
asMap() - Method in class com.opengamma.strata.collect.io.IniFile
Returns the INI file as a map.
asMap() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns the property set as a map, throwing an exception if any key has multiple values.
asMultimap() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns the property set as a multimap.
Attributable - Interface in com.opengamma.strata.product
Provides access to an set of additional attributes.
attributes(Map<String, String>) - Method in class com.opengamma.strata.product.TradeInfo.Builder
Sets the set of additional trade attributes.
attributes() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the attributes property.
attributes(Map<String, String>) - Method in class com.opengamma.strata.product.UnitSecurity.Builder
Sets the extensible set of attributes.
attributes() - Method in class com.opengamma.strata.product.UnitSecurity.Meta
The meta-property for the attributes property.
AU - Static variable in class com.opengamma.strata.basics.location.Country
The country 'AU' - Australia.
AUD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'AUD' - Australian Dollar.
averagingMethod(IborRateAveragingMethod) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
Sets the rate averaging method, defaulted to 'Unweighted'.
averagingMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
The meta-property for the averagingMethod property.

B

baseCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
The meta-property for the baseCurrencyAmount property.
baseCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
The meta-property for the baseCurrencyDiscountFactors property.
baseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta
The meta-property for the baseCurrencyPayment property.
BaseProvider - Interface in com.opengamma.strata.pricer
A provider of data used for pricing.
BE - Static variable in class com.opengamma.strata.basics.location.Country
The country 'BE' - Belgium.
BeanTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against a bean to produce another object.
BeanTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
 
beanType() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
 
beanType() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
 
beanType() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
 
beanType() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta
 
beanType() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData.Meta
 
beanType() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta
 
beanType() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
 
beanType() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta
 
beanType() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
beanType() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
beanType() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
beanType() - Method in class com.opengamma.strata.calc.Column.Meta
 
beanType() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta
 
beanType() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta
 
beanType() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Meta
 
beanType() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
 
beanType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
 
beanType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
 
beanType() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
 
beanType() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
 
beanType() - Method in class com.opengamma.strata.calc.runner.Results.Meta
 
beanType() - Method in class com.opengamma.strata.collect.id.StandardId.Meta
 
beanType() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
 
beanType() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.Result.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
beanType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
beanType() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
beanType() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
 
beanType() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.ExpandedCms.Meta
 
beanType() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
 
beanType() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.equity.Equity.Meta
 
beanType() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
beanType() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.product.SecurityLink.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
beanType() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
beanType() - Method in class com.opengamma.strata.product.UnitSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
beanType() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
beanType() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
beanType() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
beanType() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
beanType() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
beanType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
betaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
The meta-property for the betaSensitivity property.
BGN - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'BGN' - Bulgarian Lev.
BHD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'BHD' - Bahraini Dinar.
biConsumer(CheckedBiConsumer<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BiConsumer interface.
biFunction(CheckedBiFunction<T, U, R>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BiFunction interface.
binaryOperator(CheckedBinaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BinaryOperator interface.
bind(BoundCurveExtrapolator, BoundCurveExtrapolator) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator
Binds this interpolator to the specified extrapolators.
bind(DoubleArray, DoubleArray, BoundCurveInterpolator) - Method in interface com.opengamma.strata.market.interpolator.CurveExtrapolator
Binds this extrapolator to a curve.
bind(DoubleArray, DoubleArray) - Method in interface com.opengamma.strata.market.interpolator.CurveInterpolator
Binds this interpolator to a curve where no extrapolation is permitted.
bind(DoubleArray, DoubleArray, CurveExtrapolator, CurveExtrapolator) - Method in interface com.opengamma.strata.market.interpolator.CurveInterpolator
Binds this interpolator to a curve specifying the extrapolators to use.
biPredicate(CheckedBiPredicate<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BiPredicate interface.
BlackBondFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.bond
Pricer of options on bond future with a lognormal model on the underlying future price.
BlackBondFutureOptionMarginedProductPricer(DiscountingBondFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Creates an instance.
BlackBondFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.bond
Pricer implementation for bond future option.
BlackBondFutureOptionMarginedTradePricer(BlackBondFutureOptionMarginedProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Creates an instance.
BlackFxVanillaOptionProductPricer - Class in com.opengamma.strata.pricer.fx
Pricer for foreign exchange vanilla option transaction products with a lognormal model.
BlackFxVanillaOptionProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Creates an instance.
BlackFxVanillaOptionTradePricer - Class in com.opengamma.strata.pricer.fx
Pricer for foreign exchange vanilla option trades with a lognormal model.
BlackFxVanillaOptionTradePricer() - Constructor for class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
 
BlackSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with par yield curve method of cash settlement in a log-normal or Black model on the swap rate.
BlackSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer
Creates an instance.
BlackSwaptionCashParYieldTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption trade with par yield curve method of cash settlement in log-normal or Black model on the swap rate.
BlackSwaptionCashParYieldTradePricer(BlackSwaptionCashParYieldProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
Creates an instance.
BlackSwaptionExpiryTenorVolatilities - Class in com.opengamma.strata.pricer.swaption
Volatility for swaptions in the log-normal or Black model.
BlackSwaptionExpiryTenorVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
The meta-bean for BlackSwaptionExpiryTenorVolatilities.
BlackSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement in a log-normal or Black model on the swap rate.
BlackSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer
Creates an instance.
BlackSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption trade with physical settlement in log-normal or Black model on the swap rate.
BlackSwaptionPhysicalTradePricer(BlackSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
Creates an instance.
BlackSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption
Volatility for swaptions in the log-normal or Black model.
BlackVolatilityBondFutureProvider - Interface in com.opengamma.strata.pricer.bond
Data provider of volatility for bond future options in the lognormal or Black model.
BlackVolatilityExpLogMoneynessBondFutureProvider - Class in com.opengamma.strata.pricer.bond
Data provider of volatility for bond future options in the log-normal or Black model.
BlackVolatilityExpLogMoneynessBondFutureProvider.Builder - Class in com.opengamma.strata.pricer.bond
The bean-builder for BlackVolatilityExpLogMoneynessBondFutureProvider.
BlackVolatilityExpLogMoneynessBondFutureProvider.Meta - Class in com.opengamma.strata.pricer.bond
The meta-bean for BlackVolatilityExpLogMoneynessBondFutureProvider.
BlackVolatilityFlatFxProvider - Class in com.opengamma.strata.pricer.fx
Data provider of volatility for FX options in the lognormal or Black-Scholes model.
BlackVolatilityFlatFxProvider.Builder - Class in com.opengamma.strata.pricer.fx
The bean-builder for BlackVolatilityFlatFxProvider.
BlackVolatilityFlatFxProvider.Meta - Class in com.opengamma.strata.pricer.fx
The meta-bean for BlackVolatilityFlatFxProvider.
BlackVolatilityFxProvider - Interface in com.opengamma.strata.pricer.fx
Data provider of volatility for FX options in the lognormal or Black-Scholes model.
BlackVolatilitySurfaceFxProvider - Class in com.opengamma.strata.pricer.fx
Data provider of volatility for FX options in the lognormal or Black-Scholes model.
BlackVolatilitySurfaceFxProvider.Builder - Class in com.opengamma.strata.pricer.fx
The bean-builder for BlackVolatilitySurfaceFxProvider.
BlackVolatilitySurfaceFxProvider.Meta - Class in com.opengamma.strata.pricer.fx
The meta-bean for BlackVolatilitySurfaceFxProvider.
BondFuture - Class in com.opengamma.strata.product.bond
A futures contract, based on a basket of fixed coupon bonds.
BondFuture.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFuture.
BondFuture.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFuture.
BondFutureOption - Class in com.opengamma.strata.product.bond
A futures option contract, based on bonds.
BondFutureOption.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureOption.
BondFutureOption.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureOption.
BondFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.bond
Pricer for bond future option products with daily margin.
BondFutureOptionMarginedProductPricer() - Constructor for class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedProductPricer
Creates an instance.
BondFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.bond
Pricer for bond future option trades with daily margin.
BondFutureOptionMarginedTradePricer() - Constructor for class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
Creates an instance.
BondFutureOptionSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to an implied volatility for a bond future option model.
BondFutureOptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for BondFutureOptionSensitivity.
BondFutureOptionTrade - Class in com.opengamma.strata.product.bond
A trade representing an option on a futures contract based on bonds.
BondFutureOptionTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureOptionTrade.
BondFutureOptionTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureOptionTrade.
BondFutureProvider - Interface in com.opengamma.strata.pricer.bond
Data provider for for model parameters related to Bond futures and their options.
BondFutureTrade - Class in com.opengamma.strata.product.bond
A trade representing a futures contract based on a fixed coupon bond.
BondFutureTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for BondFutureTrade.
BondFutureTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for BondFutureTrade.
bondGroup() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
The meta-property for the bondGroup property.
BondGroup - Class in com.opengamma.strata.market.value
Bond group.
bondGroup() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
The meta-property for the bondGroup property.
bondMap(Map<StandardId, BondGroup>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
Sets the bond group map.
bondMap() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
The meta-property for the bondMap property.
BoundCurveExtrapolator - Interface in com.opengamma.strata.market.interpolator
A curve extrapolator that has been bound to a specific curve.
BoundCurveInterpolator - Interface in com.opengamma.strata.market.interpolator
A curve interpolator that has been bound to a specific curve.
BR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'BR' - Brazil.
BRL - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'BRL' - Brazil Dollar.
BUCKETED_GAMMA_PV01 - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the Bucketed Gamma PV01 of the calculation target.
BUCKETED_PV01 - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the Bucketed PV01 of the calculation target.
bucketedShiftParRatesinBps(int, double) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Applies a bucketed shift to a single node.
bucketedShiftParRatesinBps(int, double) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Applies a bucketed shift to a single node.
build() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Builder
Build a new FxMatrix from the data in the builder.
build() - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
Returns a set of market data built from the data in this builder.
build() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
 
build() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
 
build() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
build() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
build() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
build() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
build() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
build() - Method in class com.opengamma.strata.calc.CalculationRules.Builder
 
build() - Method in class com.opengamma.strata.calc.Column.Builder
 
build() - Method in class com.opengamma.strata.calc.config.FunctionConfigBuilder
Returns an instance of FunctionConfig built from the data in this builder.
build() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder
Returns a function group built from the data in this builder.
build() - Method in class com.opengamma.strata.calc.config.pricing.PricingRuleBuilder
Returns a pricing rule built from the data in this builder.
build() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfigBuilder
Returns a MarketDataConfig instance built from the data in this builder.
build(I, CalculationEnvironment, MarketDataConfig) - Method in interface com.opengamma.strata.calc.marketdata.function.MarketDataFunction
Builds and returns the market data identified by the ID.
build(Set<? extends ObservableId>) - Method in class com.opengamma.strata.calc.marketdata.function.MissingDataAwareObservableFunction
 
build(MissingMappingId, CalculationEnvironment, MarketDataConfig) - Method in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction
 
build(Set<? extends ObservableId>) - Method in interface com.opengamma.strata.calc.marketdata.function.ObservableMarketDataFunction
Returns market data values for the IDs in requirements or the details of why the data couldn't be built.
build() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
 
build() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
 
build() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
Returns a set of market data requirements built from the data in this builder.
build() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Builds a set of market data from the data in this builder.
build() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
 
build(MarketDataId, CalculationEnvironment, MarketDataConfig) - Method in class com.opengamma.strata.calc.marketdata.NoMatchingRulesMarketDataFunction
 
build() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
 
build() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
 
build() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
 
build() - Method in class com.opengamma.strata.calc.runner.Results.Builder
 
build() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Build the time-series from the builder.
build(CurveGroupId, CalculationEnvironment, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
 
build(CurveInputsId, CalculationEnvironment, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction
 
build() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShiftsBuilder
Returns an instance of CurvePointShifts built from the data in this builder.
build(DiscountCurveId, CalculationEnvironment, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.DiscountCurveMarketDataFunction
 
build(IborIndexCurveId, CalculationEnvironment, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.IborIndexCurveMarketDataFunction
 
build(OvernightIndexCurveId, CalculationEnvironment, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.OvernightIndexCurveMarketDataFunction
 
build() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
build() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
 
build(FxRateId, CalculationEnvironment, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction
 
build() - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
Returns a set of market data mappings built from the data in this builder.
build() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
build() - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
build() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
Builds the definition of the curve group from the data in this object.
build() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
 
build() - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
 
build() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Builds the metadata instance.
build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShiftBuilder
Returns an instance of CurvePointShift built from the data in this builder.
build() - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Builds the map.
build() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
build() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Builds the resulting point sensitivity.
build() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
 
build() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
build() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
 
build() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
 
build() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
 
build() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
build() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Completes the builder, returning the provider.
build() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
build() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
build() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
build() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder
 
build() - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
build() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
build() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
 
build() - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
 
build() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
 
build() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
 
build() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
 
build() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
build() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.equity.Equity.Builder
 
build() - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
 
build() - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
build() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
build() - Method in class com.opengamma.strata.product.future.GenericFuture.Builder
 
build() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
 
build() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
build() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
build() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
build() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder
 
build() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
build() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder
 
build() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder
 
build() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder
 
build() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
 
build() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder
 
build() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
 
build() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
 
build() - Method in class com.opengamma.strata.product.SecurityLink.Builder
 
build() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
 
build() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.FxReset.Builder
 
build() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
 
build() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
build() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
 
build() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
build() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
build() - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
 
build() - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
build() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
build() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
build() - Method in class com.opengamma.strata.product.TradeInfo.Builder
 
build() - Method in class com.opengamma.strata.product.UnitSecurity.Builder
 
build() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
build() - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
 
build() - Method in class com.opengamma.strata.report.ReportRequirements.Builder
 
build() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
build() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
build() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
builder() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Creates a builder that can be used to build instances of FxMatrix.
builder() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
builder() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
 
builder() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
builder() - Static method in class com.opengamma.strata.basics.currency.Payment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
builder() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
builder() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
builder() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
builder() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
 
builder() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
 
builder(LocalDate) - Static method in class com.opengamma.strata.basics.market.ImmutableMarketData
Creates a builder that can be used to build an instance of MarketData.
builder() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
 
builder() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta
 
builder() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData.Meta
 
builder() - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta
 
builder() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
 
builder() - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta
 
builder() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.basics.schedule.Schedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
builder() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
builder() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
 
builder() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
builder() - Static method in class com.opengamma.strata.basics.value.ValueSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.basics.value.ValueStep
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
builder() - Static method in class com.opengamma.strata.calc.CalculationRules
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
builder() - Static method in class com.opengamma.strata.calc.Column
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.Column.Meta
 
builder() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta
 
builder() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta
 
builder() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Meta
 
builder(Class<? extends CalculationSingleFunction<T, ?>>) - Static method in class com.opengamma.strata.calc.config.FunctionConfig
Returns a mutable builder for building FunctionConfig.
builder() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
 
builder(Class<T>) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
Returns a mutable builder for building a default function group.
builder() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
 
builder() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
 
builder(Class<T>) - Static method in class com.opengamma.strata.calc.config.pricing.PricingRule
Returns a builder for building pricing rules.
builder() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
Returns a mutable builder for building an instance of MarketDataConfig.
builder() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Returns an empty mutable builder for building up a set of requirements.
builder() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Returns an empty mutable builder for building a new instance of MarketEnvironment.
builder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
 
builder() - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
 
builder() - Static method in class com.opengamma.strata.calc.runner.CalculationResult
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
 
builder() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
 
builder() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
 
builder() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Meta
 
builder() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta
 
builder() - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
 
builder() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
 
builder() - Static method in class com.opengamma.strata.calc.runner.Results
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.calc.runner.Results.Meta
 
builder() - Method in class com.opengamma.strata.collect.id.StandardId.Meta
 
builder() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
 
builder() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
 
builder() - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
builder() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
builder() - Method in class com.opengamma.strata.collect.result.Result.Meta
 
builder() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Creates an empty builder, used to create time-series.
builder() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
 
builder(ShiftType) - Static method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
Returns a new mutable builder for building instances of CurvePointShift.
builder() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
 
builder() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
 
builder() - Static method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
 
builder() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
builder() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
builder() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
builder() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Restricted constructor.
Builder(SwapLegAmount) - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.CurveGroup
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Returns a mutable builder for building the definition for a curve group.
builder() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.CurveGroupEntry
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.CurveInputs
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
 
builder(ShiftType) - Static method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
Returns a new mutable builder for building instances of CurvePointShift.
builder() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
 
builder() - Static method in class com.opengamma.strata.market.explain.ExplainMap
Returns a builder for creating the map.
builder() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
builder() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
 
builder() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
 
builder() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
builder() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
builder() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
builder() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
 
builder() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata.Meta
 
builder() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
 
builder() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta
 
builder() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
 
builder() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
 
builder() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
 
builder() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
 
builder() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
 
builder() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
 
builder() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
 
builder(LocalDate) - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Creates a builder specifying the valuation date.
builder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
builder() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.CmsLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.CmsPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.CmsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.cms.ExpandedCms.Meta
 
builder() - Static method in class com.opengamma.strata.product.cms.ExpandedCmsLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.Cds
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.CdsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.ExpandedCds
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.product.credit.ExpandedCds.Builder
Restricted constructor.
Builder(ExpandedCds) - Constructor for class com.opengamma.strata.product.credit.ExpandedCds.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.FeeLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.IndexReferenceInformation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.PeriodicPayments
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
 
builder() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.TermDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.equity.Equity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.equity.Equity.Meta
 
builder() - Static method in class com.opengamma.strata.product.equity.EquityTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.ExpandedFra
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.Fra
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.FraTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.future.GenericFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.future.GenericFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.future.GenericFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.ExpandedFxNdf
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxNdf
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
builder() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxVanillaOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureOption
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.product.index.IborFutureOption.Builder
Restricted constructor.
Builder(IborFutureOption) - Constructor for class com.opengamma.strata.product.index.IborFutureOption.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.IborFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.payment.BulletPayment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
builder() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.FixedRateObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.IborRateObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
Restricted constructor.
Builder(InflationInterpolatedRateObservation) - Constructor for class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.product.SecurityLink
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.SecurityLink.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ExpandedSwap
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.FxReset
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.NotionalExchange
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
builder(SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Returns a builder used to create an instance of the bean, based on a schedule period.
builder() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.ResetSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.StubCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.Swap
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.SwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.CashSettlement
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.ExpandedSwaption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.PhysicalSettlement
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.Swaption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
builder() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.product.TradeInfo
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
builder(R) - Static method in class com.opengamma.strata.product.UnitSecurity
Returns a builder used to create an instance, specifying the product.
builder() - Static method in class com.opengamma.strata.product.UnitSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.product.UnitSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
builder() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
builder() - Static method in class com.opengamma.strata.report.ReportCalculationResults
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
builder() - Static method in class com.opengamma.strata.report.ReportRequirements
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.report.ReportRequirements.Builder
Restricted constructor.
Builder(ReportRequirements) - Constructor for class com.opengamma.strata.report.ReportRequirements.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
builder() - Static method in class com.opengamma.strata.report.trade.TradeReport
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
builder() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Builder
Restricted constructor.
Builder(TradeReportColumn) - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
builder() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Builds the point sensitivity, adding to the specified mutable instance.
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
buildMarketData(MarketDataRequirements, CalculationEnvironment, MarketDataConfig) - Method in class com.opengamma.strata.calc.marketdata.DefaultMarketDataFactory
 
buildMarketData(MarketDataRequirements, CalculationEnvironment, MarketDataConfig, ScenarioDefinition) - Method in class com.opengamma.strata.calc.marketdata.DefaultMarketDataFactory
 
buildMarketData(MarketDataRequirements, CalculationEnvironment, MarketDataConfig) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
Builds a set of market data.
buildMarketData(MarketDataRequirements, CalculationEnvironment, MarketDataConfig, ScenarioDefinition) - Method in interface com.opengamma.strata.calc.marketdata.MarketDataFactory
Builds the market data required for performing calculations for a set of scenarios.
BulletPayment - Class in com.opengamma.strata.product.payment
A bullet payment.
BulletPayment.Builder - Class in com.opengamma.strata.product.payment
The bean-builder for BulletPayment.
BulletPayment.Meta - Class in com.opengamma.strata.product.payment
The meta-bean for BulletPayment.
BulletPaymentBucketedPv01Function - Class in com.opengamma.strata.function.calculation.payment
Calculates the bucketed PV01, the present value curve parameter sensitivity of a BulletPaymentTrade.
BulletPaymentBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.payment.BulletPaymentBucketedPv01Function
 
BulletPaymentFunctionGroups - Class in com.opengamma.strata.function.calculation.payment
Contains function groups for built-in Bullet Payment calculation functions.
BulletPaymentPv01Function - Class in com.opengamma.strata.function.calculation.payment
Calculates PV01, the present value sensitivity of a BulletPaymentTrade.
BulletPaymentPv01Function() - Constructor for class com.opengamma.strata.function.calculation.payment.BulletPaymentPv01Function
 
BulletPaymentPvFunction - Class in com.opengamma.strata.function.calculation.payment
Calculates the present value of an BulletPaymentTrade for each of a set of scenarios.
BulletPaymentPvFunction() - Constructor for class com.opengamma.strata.function.calculation.payment.BulletPaymentPvFunction
 
BulletPaymentTrade - Class in com.opengamma.strata.product.payment
A bullet payment trade.
BulletPaymentTrade.Builder - Class in com.opengamma.strata.product.payment
The bean-builder for BulletPaymentTrade.
BulletPaymentTrade.Meta - Class in com.opengamma.strata.product.payment
The meta-bean for BulletPaymentTrade.
BusinessDayAdjustment - Class in com.opengamma.strata.basics.date
An adjustment that alters a date if it falls on a day other than a business day.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the business day adjustment to apply.
businessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the business day adjustment to apply to the start and end dates.
businessDayAdjustment() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
Sets the business day adjustment to apply to the start and end dates.
businessDayAdjustment - Variable in class com.opengamma.strata.product.credit.ExpandedCds
The business day adjustment to apply to the start and end dates.
businessDayAdjustment() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the business day adjustment.
businessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the business day adjustment to apply to the start and end date, optional.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the business day adjustment to apply to the start and end date, optional.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the business day adjustment to apply to the start and end date.
businessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the business day adjustment to apply to the start and end date, optional.
businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
businessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
Sets the business day adjustment to apply to the start and end date, optional with defaulting getter.
businessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Sets the business day adjustment to apply to the reference date.
businessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
Sets the business day adjustment to apply to each reset date.
businessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
The meta-property for the businessDayAdjustment property.
BusinessDayAdjustment.Builder - Class in com.opengamma.strata.basics.date
The bean-builder for BusinessDayAdjustment.
BusinessDayAdjustment.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for BusinessDayAdjustment.
BusinessDayConvention - Interface in com.opengamma.strata.basics.date
A convention defining how to adjust a date if it falls on a day other than a business day.
BusinessDayConventions - Class in com.opengamma.strata.basics.date
Constants and implementations for standard business day conventions.
BuySell - Enum in com.opengamma.strata.basics
Flag indicating whether a trade is "buy" or "sell".
buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
buySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets whether the term deposit is 'Buy' or 'Sell'.
buySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets whether the FRA is buy or sell.
buySell() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the buySell property.
buySellProtection(BuySell) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets whether the CDS is buy or sell.
buySellProtection() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the buySellProtection property.
buySellProtection(BuySell) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
Sets whether the CDS is buy or sell.
buySellProtection() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
The meta-property for the buySellProtection property.

C

CA - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CA' - Canada.
CAD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CAD' - Canadian Dollar.
calculateAdjustedSettleDate(LocalDate) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the adjusted settlement date.
calculateAdjustedStartDate(LocalDate) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the adjusted start date.
calculateEffectiveFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex
Calculates the effective date from the fixing date.
calculateEffectiveFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Calculates the effective date from the fixing date.
calculateEffectiveFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Calculates the effective date from the fixing date.
calculateEffectiveFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the effective date from the fixing date.
calculateFixingFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex
Calculates the fixing date from the effective date.
calculateFixingFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Calculates the fixing date from the effective date.
calculateFixingFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Calculates the fixing date from the effective date.
calculateFixingFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the fixing date from the effective date.
calculateFixingFromMaturity(LocalDate) - Method in interface com.opengamma.strata.basics.index.FxIndex
Calculates the fixing date from the maturity date.
calculateFixingFromMaturity(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
calculateMaturityFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex
Calculates the maturity date from the effective date.
calculateMaturityFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Calculates the maturity date from the effective date.
calculateMaturityFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Calculates the maturity date from the effective date.
calculateMaturityFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the maturity date from the effective date.
calculateMaturityFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.FxIndex
Calculates the maturity date from the fixing date.
calculateMaturityFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
calculateMultipleScenarios(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.CalculationRunner
Performs calculations for multiple scenarios, each with a different set of market data.
calculateMultipleScenarios(CalculationTasks, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Performs calculations for multiple scenarios, each with a different set of market data.
calculateMultipleScenariosAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner
Performs calculations asynchronously for a multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.
calculateMultipleScenariosAsync(CalculationTasks, CalculationEnvironment, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Performs calculations asynchronously for a multiple scenarios, each with a different set of market data, invoking a listener as each calculation completes.
calculateNumeraire(ExpandedSwaption, ExpandedSwapLeg, double, RatesProvider) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the numeraire, used to multiply the results.
calculatePublicationFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Calculates the publication date from the fixing date.
calculatePublicationFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the publication date from the fixing date.
calculateReferenceDateFromTradeDate(LocalDate, Period, int) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Calculates the reference date from the trade date.
calculateReferenceDateFromTradeDate(LocalDate, Period, int) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
calculateSemiParallelGamma(NodalCurve, Currency, Function<NodalCurve, CurveCurrencyParameterSensitivity>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.
calculateSingleScenario(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.CalculationRunner
Performs calculations for a single set of market data.
calculateSingleScenario(CalculationTasks, CalculationEnvironment) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Performs calculations for a single set of market data.
calculateSingleScenarioAsync(CalculationRules, List<? extends CalculationTarget>, List<Column>, CalculationEnvironment, CalculationListener) - Method in interface com.opengamma.strata.calc.CalculationRunner
Performs calculations asynchronously for a single scenario, invoking a listener as each calculation completes.
calculateSingleScenarioAsync(CalculationTasks, CalculationEnvironment, CalculationListener) - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Performs calculations asynchronously for a single scenario, invoking a listener as each calculation completes.
calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
calculateSpotDateFromTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Calculates the spot date from the trade date.
calculateSpotDateFromTradeDate(LocalDate) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Calculates the spot date from the trade date.
calculateStrike(ExpandedSwapLeg) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the strike.
calculateUnadjustedAccrualStartDate(LocalDate) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the previous CDS date.
calculateUnadjustedMaturityDate(LocalDate, Frequency, Period) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the unadjusted maturity date.
calculateUnadjustedMaturityDateFromValuationDate(LocalDate, Period) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Used in curve point calculation.
calculateUnadjustedStepInDate(LocalDate) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the unadjusted step-in date.
calculation(RateCalculation) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets the interest rate accrual calculation.
calculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the calculation property.
CalculationEnvironment - Interface in com.opengamma.strata.calc.marketdata
A interface for looking up items of market data by ID, used when building market data.
CalculationFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner.function
Supertype of all functions that calculate values of measures for a target.
CalculationListener - Interface in com.opengamma.strata.calc.runner
Listener that is notified when calculations are performed by a CalculationRunner.
CalculationMarketData - Interface in com.opengamma.strata.calc.marketdata
A source of market data provided to an engine function and used for a calculation across multiple scenarios.
CalculationMultiFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner.function
A function that calculates multiple values for a target using multiple sets of market data.
CalculationResult - Class in com.opengamma.strata.calc.runner
The result of a single calculation performed by a CalculationRunner.
CalculationResult.Builder - Class in com.opengamma.strata.calc.runner
The bean-builder for CalculationResult.
CalculationResult.Meta - Class in com.opengamma.strata.calc.runner
The meta-bean for CalculationResult.
calculationResults(Results) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
Sets the calculation results.
calculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the calculationResults property.
CalculationRules - Class in com.opengamma.strata.calc
A set of rules that define how the calculation engine should perform calculations.
CalculationRules.Builder - Class in com.opengamma.strata.calc
The bean-builder for CalculationRules.
CalculationRules.Meta - Class in com.opengamma.strata.calc
The meta-bean for CalculationRules.
CalculationRunner - Interface in com.opengamma.strata.calc
Component that provides the ability to perform calculations on multiple targets, measures and scenarios.
calculationsComplete() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
 
calculationsComplete() - Method in interface com.opengamma.strata.calc.runner.CalculationListener
Invoked when all calculations have completed.
CalculationSingleFunction<T extends CalculationTarget,R> - Interface in com.opengamma.strata.calc.runner.function
A function that calculates a value for a target using multiple sets of market data.
CalculationTarget - Interface in com.opengamma.strata.basics
The target of calculation within a system.
CalculationTask - Class in com.opengamma.strata.calc.runner
A single task that will be used to perform a calculation.
CalculationTaskRunner - Interface in com.opengamma.strata.calc.runner
Component that provides the ability to run calculation tasks.
CalculationTasks - Class in com.opengamma.strata.calc.runner
The tasks that will be used to perform the calculations.
calendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
Sets the calendar that defines holidays and business days.
calendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
The meta-property for the calendar property.
calendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
Sets the holiday calendar that defines the meaning of a day when performing the addition.
calendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
The meta-property for the calendar property.
calibrate(CurveGroupDefinition, LocalDate, MarketData, Map<Index, LocalDateDoubleTimeSeries>) - Method in interface com.opengamma.strata.pricer.calibration.CurveCalibrator
Calibrates a single curve group, containing one or more curves.
calibrate(List<CurveGroupDefinition>, ImmutableRatesProvider, MarketData) - Method in interface com.opengamma.strata.pricer.calibration.CurveCalibrator
Calibrates a list of curve groups, each containing one or more curves.
CalibrationMeasure<T extends Trade> - Interface in com.opengamma.strata.pricer.calibration
Provides access to the measures needed to perform curve calibration for a single type of trade.
CalibrationMeasures - Class in com.opengamma.strata.pricer.calibration
Provides access to the measures needed to perform curve calibration.
caplet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the optional caplet strike.
caplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the caplet property.
capSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the optional cap schedule.
capSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the capSchedule property.
CashFlow - Class in com.opengamma.strata.market.amount
A single cash flow of a currency amount on a specific date.
CashFlow.Meta - Class in com.opengamma.strata.market.amount
The meta-bean for CashFlow.
CashFlowReport - Class in com.opengamma.strata.report.cashflow
Represents a cash flow report.
CashFlowReport.Builder - Class in com.opengamma.strata.report.cashflow
The bean-builder for CashFlowReport.
CashFlowReport.Meta - Class in com.opengamma.strata.report.cashflow
The meta-bean for CashFlowReport.
CashFlowReportFormatter - Class in com.opengamma.strata.report.cashflow
Formatter for cash flow reports.
CashFlowReportRunner - Class in com.opengamma.strata.report.cashflow
Report runner for cash flow reports.
CashFlowReportTemplate - Class in com.opengamma.strata.report.cashflow
Marker for a cash flow report template.
CashFlowReportTemplate() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplate
 
CashFlowReportTemplateIniLoader - Class in com.opengamma.strata.report.cashflow
Loads a cash flow report template from the standard INI file format.
CashFlowReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
 
CashFlows - Class in com.opengamma.strata.market.amount
A collection of cash flows.
cashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
The meta-property for the cashFlows property.
cashFlows(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the future cash flow of the FRA product.
cashFlows(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the future cash flow of the FRA trade.
cashFlows(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the future cash flows of the swap leg.
cashFlows(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the future cash flows of the swap product.
cashFlows(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the future cash flows of the swap trade.
CashFlows.Meta - Class in com.opengamma.strata.market.amount
The meta-bean for CashFlows.
cashParYieldPricer() - Method in class com.opengamma.strata.function.calculation.swaption.AbstractSwaptionFunction
Returns the cash par-yield swaption pricer.
CashSettlement - Class in com.opengamma.strata.product.swaption
Defines the settlement type and settlement method of swaptions.
CashSettlement.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for CashSettlement.
CashSettlement.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for CashSettlement.
cashSettlementMethod(CashSettlementMethod) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
Sets the cash settlement method.
cashSettlementMethod() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
The meta-property for the cashSettlementMethod property.
CashSettlementMethod - Enum in com.opengamma.strata.product.swaption
Cash settlement method of cash settled swaptions.
category() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
The meta-property for the category property.
causeType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the causeType property.
Cds - Class in com.opengamma.strata.product.credit
A credit default swap (CDS), including single-name and index swaps.
Cds.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for Cds.
Cds.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for Cds.
cdsConvention() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
The meta-property for the cdsConvention property.
CdsConvention - Interface in com.opengamma.strata.product.credit.type
A market convention for credit default swap (CDS) trades.
CdsConventions - Class in com.opengamma.strata.product.credit.type
Constants for standard CDS market conventions.
CdsCs01BucketedHazardFunction - Class in com.opengamma.strata.function.calculation.credit
Calculates vector CS01 of a CdsTrade for each of a set of scenarios.
CdsCs01BucketedHazardFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCs01BucketedHazardFunction
 
CdsCs01BucketedParFunction - Class in com.opengamma.strata.function.calculation.credit
Calculates vector CS01 of a CdsTrade for each of a set of scenarios.
CdsCs01BucketedParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCs01BucketedParFunction
 
CdsCs01ParallelHazardFunction - Class in com.opengamma.strata.function.calculation.credit
Calculates scalar CS01 of a CdsTrade for each of a set of scenarios.
CdsCs01ParallelHazardFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCs01ParallelHazardFunction
 
CdsCs01ParallelParFunction - Class in com.opengamma.strata.function.calculation.credit
Calculates scalar CS01 of a CdsTrade for each of a set of scenarios.
CdsCs01ParallelParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCs01ParallelParFunction
 
CdsDatesLogic - Class in com.opengamma.strata.product.credit
Utility for producing sets of CDS dates.
CdsFunctionGroups - Class in com.opengamma.strata.function.calculation.credit
Contains function groups for built-in CDS calculation functions.
CdsIr01BucketedParFunction - Class in com.opengamma.strata.function.calculation.credit
Calculates vector IR01 of a CdsTrade for each of a set of scenarios.
CdsIr01BucketedParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsIr01BucketedParFunction
 
CdsIr01BucketedZeroFunction - Class in com.opengamma.strata.function.calculation.credit
Calculates vector IR01 of a CdsTrade for each of a set of scenarios.
CdsIr01BucketedZeroFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsIr01BucketedZeroFunction
 
CdsIr01ParallelParFunction - Class in com.opengamma.strata.function.calculation.credit
Calculates scalar IR01 of a CdsTrade for each of a set of scenarios.
CdsIr01ParallelParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsIr01ParallelParFunction
 
CdsIr01ParallelZeroFunction - Class in com.opengamma.strata.function.calculation.credit
Calculates scalar IR01 of a CdsTrade for each of a set of scenarios.
CdsIr01ParallelZeroFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsIr01ParallelZeroFunction
 
CdsJumpToDefaultFunction - Class in com.opengamma.strata.function.calculation.credit
Calculates the jump to default of a CdsTrade for each of a set of scenarios.
CdsJumpToDefaultFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsJumpToDefaultFunction
 
CdsParRateFunction - Class in com.opengamma.strata.function.calculation.credit
Calculates the par rate of a CdsTrade for each of a set of scenarios.
CdsParRateFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsParRateFunction
 
CdsProduct - Interface in com.opengamma.strata.product.credit
A product representing a credit default swap (CDS), including single-name and index swaps.
CdsPvFunction - Class in com.opengamma.strata.function.calculation.credit
Calculates the present value of a CdsTrade for each of a set of scenarios.
CdsPvFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsPvFunction
 
CdsRecovery01Function - Class in com.opengamma.strata.function.calculation.credit
Calculates the recovery 01 of a CdsTrade for each of a set of scenarios.
CdsRecovery01Function() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsRecovery01Function
 
CdsRecoveryRate - Class in com.opengamma.strata.market.value
The expected recovery rate for a CDS product based upon the underlying issue or index.
CdsRecoveryRate.Meta - Class in com.opengamma.strata.market.value
The meta-bean for CdsRecoveryRate.
CdsTrade - Class in com.opengamma.strata.product.credit
A trade in a credit default swap (CDS).
CdsTrade.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for CdsTrade.
CdsTrade.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for CdsTrade.
CH - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CH' - Switzerland.
CheckedBiConsumer<T,U> - Interface in com.opengamma.strata.collect.function
A checked version of BiConsumer.
CheckedBiFunction<T,U,R> - Interface in com.opengamma.strata.collect.function
A checked version of BiFunction.
CheckedBinaryOperator<T> - Interface in com.opengamma.strata.collect.function
A checked version of BinaryOperator.
CheckedBiPredicate<T,U> - Interface in com.opengamma.strata.collect.function
A checked version of BiPredicate.
CheckedConsumer<T> - Interface in com.opengamma.strata.collect.function
A checked version of Consumer.
CheckedFunction<T,R> - Interface in com.opengamma.strata.collect.function
A checked version of Function.
CheckedPredicate<T> - Interface in com.opengamma.strata.collect.function
A checked version of Predicate.
CheckedRunnable - Interface in com.opengamma.strata.collect.function
A checked version of Runnable.
CheckedSupplier<R> - Interface in com.opengamma.strata.collect.function
A checked version of Supplier.
CheckedUnaryOperator<T> - Interface in com.opengamma.strata.collect.function
A checked version of UnaryOperator.
checkEquals(ValueType, String) - Method in class com.opengamma.strata.market.ValueType
Checks that this instance equals the specified instance.
CHF - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'EUR' - Swiss Franc.
CHF_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
The 'CHF-European' CDS convention.
CHF_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'CHF-FIXED-1Y-LIBOR-3M' swap convention.
CHF_FIXED_1Y_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'CHF-FIXED-1Y-LIBOR-6M' swap convention.
CHF_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions
The 'CHF-ISDA' curve.
CHF_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
CHF Rates 1100 for tenor of 10 years.
CHF_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
CHF Rates 1100 for tenor of 1 year.
CHF_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
CHF Rates 1100 for tenor of 2 years.
CHF_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
CHF Rates 1100 for tenor of 3 years.
CHF_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
CHF Rates 1100 for tenor of 4 years.
CHF_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
CHF Rates 1100 for tenor of 5 years.
CHF_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
CHF Rates 1100 for tenor of 6 years.
CHF_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
CHF Rates 1100 for tenor of 7 years.
CHF_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
CHF Rates 1100 for tenor of 8 years.
CHF_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
CHF Rates 1100 for tenor of 9 years.
CHF_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for CHF.
CHF_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for CHF.
CHF_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for CHF.
CHF_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for CHF.
CHF_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for CHF.
CHF_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for CHF.
CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The TOIS index for CHF.
CHZU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
The holiday calendar for Zurich, Switzerland, with code 'EUTA'.
CL - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CL' - Chile.
CLASSPATH_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
The prefix for classpath resource locators.
cleanPriceFromDirtyPrice(FixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the clean price of the fixed coupon bond from its settlement date and dirty price.
cloned() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
cloned() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Clones the point sensitivity builder.
cloned() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
close() - Method in interface com.opengamma.strata.calc.CalculationRunner
Closes any resources held by the component.
close() - Method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Closes any resources held by the component.
closeListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Closes the currently open list.
CLP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CLP' - Chilean Peso.
Cms - Class in com.opengamma.strata.product.cms
A constant maturity swap (CMS) or CMS cap/floor.
Cms.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for Cms.
cmsLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta
The meta-property for the cmsLeg property.
CmsLeg - Class in com.opengamma.strata.product.cms
A CMS leg of a constant maturity swap (CMS) product.
cmsLeg() - Method in class com.opengamma.strata.product.cms.ExpandedCms.Meta
The meta-property for the cmsLeg property.
CmsLeg.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for CmsLeg.
CmsLeg.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for CmsLeg.
CmsPeriod - Class in com.opengamma.strata.product.cms
A period over which a CMS coupon or CMS caplet/floorlet payoff is paid.
CmsPeriod.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for CmsPeriod.
CmsPeriod.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for CmsPeriod.
cmsPeriods(List<CmsPeriod>) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder
Sets the periodic payments based on the successive observed values of a swap index.
cmsPeriods(CmsPeriod...) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder
Sets the cmsPeriods property in the builder from an array of objects.
cmsPeriods() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Meta
The meta-property for the cmsPeriods property.
CmsPeriodType - Enum in com.opengamma.strata.product.cms
A CMS payment period type.
CmsProduct - Interface in com.opengamma.strata.product.cms
A product representing a constant maturity swap (CMS) or CMS cap/floor.
CmsTrade - Class in com.opengamma.strata.product.cms
A trade in a constant maturity swap (CMS).
CmsTrade.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for CmsTrade.
CmsTrade.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for CmsTrade.
CN - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CN' - China.
CNY - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CNY' - Chinese Yuan.
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.FixedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.IborRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.rate.RateObservation
Collects all the indices referred to by this observation.
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
Collects all the indices referred to by this period.
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.RateCalculation
Collects all the indices referred to by this calculation.
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.product.swap.SwapLeg
Collects all the indices referred to by this leg.
collector() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a collector that can be used to create a multi-currency amount from a stream of amounts.
collector() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns a collector that can be used to create a time-series from a stream of points.
Column - Class in com.opengamma.strata.calc
Defines a column in a set of calculation results.
column(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the column at the specified index.
Column.Builder - Class in com.opengamma.strata.calc
The bean-builder for Column.
Column.Meta - Class in com.opengamma.strata.calc
The meta-bean for Column.
columnArray(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the column at the specified index as an independent array.
columnCount(int) - Method in class com.opengamma.strata.calc.runner.Results.Builder
Sets the number of columns in the results.
columnCount() - Method in class com.opengamma.strata.calc.runner.Results.Meta
The meta-property for the columnCount property.
columnCount() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the number of columns of this matrix.
ColumnDefinition - Interface in com.opengamma.strata.calc
A column definition specifies the name of the column and the measure displayed in the column for each target.
columnHeaders(List<String>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the column headers.
columnHeaders(String...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the columnHeaders property in the builder from an array of objects.
columnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the columnHeaders property.
columnHeaders(List<String>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the column headers.
columnHeaders(String...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the columnHeaders property in the builder from an array of objects.
columnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the columnHeaders property.
columnIndex(int) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
Sets the column index of the value in the results grid.
columnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
The meta-property for the columnIndex property.
columnKeys(List<ExplainKey<?>>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the keys corresponding to the columns.
columnKeys(ExplainKey<?>...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the columnKeys property in the builder from an array of objects.
columnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the columnKeys property.
ColumnName - Class in com.opengamma.strata.calc
The name of a column in the grid of calculation results.
columns(List<Column>) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
Sets the columns contained in the results.
columns(Column...) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
Sets the columns property in the builder from an array of objects.
columns() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the columns property.
columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the report columns, which may contain information required for formatting.
columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the columns property in the builder from an array of objects.
columns() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the columns property.
columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
Sets the columns in the report.
columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
Sets the columns property in the builder from an array of objects.
columns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
The meta-property for the columns property.
com.opengamma.strata.basics - package com.opengamma.strata.basics
Basic tools to work with financial markets.
com.opengamma.strata.basics.currency - package com.opengamma.strata.basics.currency
Representations of currency and money.
com.opengamma.strata.basics.date - package com.opengamma.strata.basics.date
Tools for working with dates.
com.opengamma.strata.basics.index - package com.opengamma.strata.basics.index
Entity objects describing common market indices, such as LIBOR and FED FUND.
com.opengamma.strata.basics.location - package com.opengamma.strata.basics.location
Representations of a geographic location.
com.opengamma.strata.basics.market - package com.opengamma.strata.basics.market
Basic types for modelling the market and market data.
com.opengamma.strata.basics.schedule - package com.opengamma.strata.basics.schedule
Basic financial tools for working with date-based schedules.
com.opengamma.strata.basics.value - package com.opengamma.strata.basics.value
Basic financial tools for working with values.
com.opengamma.strata.calc - package com.opengamma.strata.calc
Calculate risk measures on trades, applies scenarios and manages market data.
com.opengamma.strata.calc.config - package com.opengamma.strata.calc.config
Configuration types for the calculation engine.
com.opengamma.strata.calc.config.pricing - package com.opengamma.strata.calc.config.pricing
Configuration types for specifying how calculations should be performed.
com.opengamma.strata.calc.marketdata - package com.opengamma.strata.calc.marketdata
Market data containers used by the calculation engine.
com.opengamma.strata.calc.marketdata.config - package com.opengamma.strata.calc.marketdata.config
Configuration that specifies how market data values should be built by the market data functions.
com.opengamma.strata.calc.marketdata.function - package com.opengamma.strata.calc.marketdata.function
Contains the MarketDataBuilder interface and its implementations which are used to build the market data used in calculations.
com.opengamma.strata.calc.marketdata.mapping - package com.opengamma.strata.calc.marketdata.mapping
Types for converting market data keys to market data IDs.
com.opengamma.strata.calc.marketdata.scenario - package com.opengamma.strata.calc.marketdata.scenario
Types that define scenarios which allow perturbations to be applied to market data.
com.opengamma.strata.calc.runner - package com.opengamma.strata.calc.runner
Types used when running calculations.
com.opengamma.strata.calc.runner.function - package com.opengamma.strata.calc.runner.function
Contains the interfaces implemented by functions that perform calculations in the calculation engine.
com.opengamma.strata.calc.runner.function.result - package com.opengamma.strata.calc.runner.function.result
Types which are used as return values from calculation functions.
com.opengamma.strata.collect - package com.opengamma.strata.collect
Root package for common data structures used by Strata.
com.opengamma.strata.collect.array - package com.opengamma.strata.collect.array
Array data structures.
com.opengamma.strata.collect.function - package com.opengamma.strata.collect.function
Additional functional interfaces not supplied by Java SE 8.
com.opengamma.strata.collect.id - package com.opengamma.strata.collect.id
Identifier and link data structures.
com.opengamma.strata.collect.io - package com.opengamma.strata.collect.io
Provides utilities for the management of input and output.
com.opengamma.strata.collect.named - package com.opengamma.strata.collect.named
Named data structures.
com.opengamma.strata.collect.range - package com.opengamma.strata.collect.range
Range data structures.
com.opengamma.strata.collect.result - package com.opengamma.strata.collect.result
Result data structures.
com.opengamma.strata.collect.timeseries - package com.opengamma.strata.collect.timeseries
Time-series data structures.
com.opengamma.strata.collect.tuple - package com.opengamma.strata.collect.tuple
Tuple data structures.
com.opengamma.strata.collect.type - package com.opengamma.strata.collect.type
Data structures for types.
com.opengamma.strata.function - package com.opengamma.strata.function
Integration functions that combine the calculation engine with the analytic pricer.
com.opengamma.strata.function.calculation - package com.opengamma.strata.function.calculation
Base package for calculation functions.
com.opengamma.strata.function.calculation.credit - package com.opengamma.strata.function.calculation.credit
Calculation functions for credit products.
com.opengamma.strata.function.calculation.deposit - package com.opengamma.strata.function.calculation.deposit
Calculation functions for deposit products.
com.opengamma.strata.function.calculation.fra - package com.opengamma.strata.function.calculation.fra
Calculation functions for FRA products.
com.opengamma.strata.function.calculation.future - package com.opengamma.strata.function.calculation.future
Calculation functions for futures products.
com.opengamma.strata.function.calculation.fx - package com.opengamma.strata.function.calculation.fx
Calculation functions for FX products.
com.opengamma.strata.function.calculation.index - package com.opengamma.strata.function.calculation.index
Calculation functions for index products.
com.opengamma.strata.function.calculation.payment - package com.opengamma.strata.function.calculation.payment
Calculation functions for payment products.
com.opengamma.strata.function.calculation.rate - package com.opengamma.strata.function.calculation.rate
Calculation functions for rate products.
com.opengamma.strata.function.calculation.swap - package com.opengamma.strata.function.calculation.swap
Calculation functions for swap products.
com.opengamma.strata.function.calculation.swaption - package com.opengamma.strata.function.calculation.swaption
Calculation functions for swaption products.
com.opengamma.strata.function.marketdata - package com.opengamma.strata.function.marketdata
Base package for market data functions.
com.opengamma.strata.function.marketdata.curve - package com.opengamma.strata.function.marketdata.curve
Market data functions used for building curves and related market data types.
com.opengamma.strata.function.marketdata.fx - package com.opengamma.strata.function.marketdata.fx
Types for configuring and creating FX market data.
com.opengamma.strata.function.marketdata.mapping - package com.opengamma.strata.function.marketdata.mapping
Mappings between market data keys and IDs.
com.opengamma.strata.function.marketdata.scenario.curve - package com.opengamma.strata.function.marketdata.scenario.curve
Market data filters and perturbations that apply to curves and related market data types.
com.opengamma.strata.loader - package com.opengamma.strata.loader
Tools for loading data from files.
com.opengamma.strata.loader.csv - package com.opengamma.strata.loader.csv
Loader that reads market data from CSV files.
com.opengamma.strata.loader.fpml - package com.opengamma.strata.loader.fpml
Loader that can convert files to financial instruments.
com.opengamma.strata.market - package com.opengamma.strata.market
Data structures for market data.
com.opengamma.strata.market.amount - package com.opengamma.strata.market.amount
Defines representations of amounts typically used as result types.
com.opengamma.strata.market.curve - package com.opengamma.strata.market.curve
Definitions of curves.
com.opengamma.strata.market.curve.meta - package com.opengamma.strata.market.curve.meta
Curve metadata.
com.opengamma.strata.market.curve.node - package com.opengamma.strata.market.curve.node
Curve nodes.
com.opengamma.strata.market.curve.perturb - package com.opengamma.strata.market.curve.perturb
Curve perturbations.
com.opengamma.strata.market.explain - package com.opengamma.strata.market.explain
Support for explaining results.
com.opengamma.strata.market.id - package com.opengamma.strata.market.id
Package containing IDs that identify items of market data.
com.opengamma.strata.market.interpolator - package com.opengamma.strata.market.interpolator
Interpolators for interpolating in one and two dimensions.
com.opengamma.strata.market.key - package com.opengamma.strata.market.key
Package containing keys that identify items or market data.
com.opengamma.strata.market.key.scenario - package com.opengamma.strata.market.key.scenario
Keys identifying containers of market data used to hold data for multiple scenarios.
com.opengamma.strata.market.option - package com.opengamma.strata.market.option
Entity objects for options.
com.opengamma.strata.market.sensitivity - package com.opengamma.strata.market.sensitivity
Entity objects for sensitivities.
com.opengamma.strata.market.surface - package com.opengamma.strata.market.surface
Definitions of surfaces.
com.opengamma.strata.market.surface.meta - package com.opengamma.strata.market.surface.meta
Surface metadata.
com.opengamma.strata.market.value - package com.opengamma.strata.market.value
Package containing values of market data.
com.opengamma.strata.market.value.scenario - package com.opengamma.strata.market.value.scenario
Containers for multiple market data values.
com.opengamma.strata.market.view - package com.opengamma.strata.market.view
Package containing views of market data.
com.opengamma.strata.pricer - package com.opengamma.strata.pricer
Calculators for financial instruments.
com.opengamma.strata.pricer.bond - package com.opengamma.strata.pricer.bond
Calculators for bonds.
com.opengamma.strata.pricer.calibration - package com.opengamma.strata.pricer.calibration
Provides the ability to calibrate curves.
com.opengamma.strata.pricer.credit - package com.opengamma.strata.pricer.credit
Calculators for credit instruments, such as Credit Default Swap (CDS).
com.opengamma.strata.pricer.deposit - package com.opengamma.strata.pricer.deposit
Calculators for rate deposit instruments, such as term deposit.
com.opengamma.strata.pricer.fra - package com.opengamma.strata.pricer.fra
Calculators for Forward Rate Agreement (FRA) instruments.
com.opengamma.strata.pricer.fx - package com.opengamma.strata.pricer.fx
Calculators for FX instruments, such as FX forward and FX swap.
com.opengamma.strata.pricer.index - package com.opengamma.strata.pricer.index
Calculators for products based on rate indices, such as Short Term Interest Rate futures (STIRs).
com.opengamma.strata.pricer.rate - package com.opengamma.strata.pricer.rate
Calculators for rates instruments, such as Forward Rate Agreement (FRA) and interest rate swap.
com.opengamma.strata.pricer.sensitivity - package com.opengamma.strata.pricer.sensitivity
Calculators for sensitivities.
com.opengamma.strata.pricer.swap - package com.opengamma.strata.pricer.swap
Calculators for interest rate swaps.
com.opengamma.strata.pricer.swaption - package com.opengamma.strata.pricer.swaption
Calculators for swaptions.
com.opengamma.strata.product - package com.opengamma.strata.product
Entity objects describing trades and products in financial markets.
com.opengamma.strata.product.bond - package com.opengamma.strata.product.bond
Entity objects describing bonds.
com.opengamma.strata.product.cms - package com.opengamma.strata.product.cms
 
com.opengamma.strata.product.common - package com.opengamma.strata.product.common
Entity objects shared between other packages.
com.opengamma.strata.product.credit - package com.opengamma.strata.product.credit
Entity objects describing credit products.
com.opengamma.strata.product.credit.type - package com.opengamma.strata.product.credit.type
Conventions and templates to aid the construction of credit default swaps.
com.opengamma.strata.product.deposit - package com.opengamma.strata.product.deposit
Entity objects describing financial instruments representing a simple deposit with interest.
com.opengamma.strata.product.deposit.type - package com.opengamma.strata.product.deposit.type
Conventions and templates to aid the construction of deposits.
com.opengamma.strata.product.equity - package com.opengamma.strata.product.equity
Entity objects describing financial instruments based on the equity share of a company.
com.opengamma.strata.product.fra - package com.opengamma.strata.product.fra
Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.product.fra.type - package com.opengamma.strata.product.fra.type
Conventions and templates to aid the construction of FRAs.
com.opengamma.strata.product.future - package com.opengamma.strata.product.future
Entity objects describing generic futures contracts.
com.opengamma.strata.product.fx - package com.opengamma.strata.product.fx
Entity objects describing financial instruments in the foreign exchange market.
com.opengamma.strata.product.fx.type - package com.opengamma.strata.product.fx.type
Conventions and templates to aid the construction of foreign exchange products.
com.opengamma.strata.product.index - package com.opengamma.strata.product.index
Entity objects describing contracts based on rate indices.
com.opengamma.strata.product.index.type - package com.opengamma.strata.product.index.type
Conventions and templates to aid the construction of rate index products.
com.opengamma.strata.product.payment - package com.opengamma.strata.product.payment
Entity objects describing simple payment financial instruments.
com.opengamma.strata.product.rate - package com.opengamma.strata.product.rate
Entity objects describing the rate-based financial instruments.
com.opengamma.strata.product.swap - package com.opengamma.strata.product.swap
Entity objects describing a swap.
com.opengamma.strata.product.swap.type - package com.opengamma.strata.product.swap.type
Conventions and templates to aid the construction of rate swaps.
com.opengamma.strata.product.swaption - package com.opengamma.strata.product.swaption
Entity objects describing options on swaps, known as swaptions.
com.opengamma.strata.report - package com.opengamma.strata.report
Reporting Framework
com.opengamma.strata.report.cashflow - package com.opengamma.strata.report.cashflow
Types for reporting and formatting cashflows.
com.opengamma.strata.report.framework.expression - package com.opengamma.strata.report.framework.expression
Provide the ability to extract data using textual expressions.
com.opengamma.strata.report.framework.format - package com.opengamma.strata.report.framework.format
Provide the ability to format calculated values.
com.opengamma.strata.report.trade - package com.opengamma.strata.report.trade
Types for reporting and formatting trades.
combine(List<MarketDataRequirements>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Merges multiple sets of requirements into a single set.
combine(DoubleArray, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance where each element is formed by some combination of the matching values in this array and the other array.
combine(DoubleMatrix, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance where each element is formed by some combination of the matching values in this matrix and the other matrix.
combine(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Combines two arrays, returning an array where each element is the combination of the two matching inputs.
combine(Iterable<? extends Result<T>>, Function<Stream<T>, R>) - Static method in class com.opengamma.strata.collect.result.Result
Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes wrapping the result in a success result.
combineByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Combines two arrays, returning an array where each element is the sum of the two matching inputs.
combineByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Combines two arrays, returning an array where each element is the multiplication of the two matching inputs.
COMBINED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The combined rate, including weighting.
combinedIniFile(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig
Returns a combined INI file formed by merging INI files with the specified name.
combinedIniFile(List<ResourceLocator>) - Static method in class com.opengamma.strata.collect.io.ResourceConfig
Returns a combined INI file formed by merging the specified INI files.
combinedWith(ReferenceData) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
combinedWith(TypedReferenceData) - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData
 
combinedWith(ReferenceData) - Method in interface com.opengamma.strata.basics.market.ReferenceData
Combines this reference data with another.
combinedWith(TypedReferenceData) - Method in interface com.opengamma.strata.basics.market.TypedReferenceData
Combines this reference data with another.
combinedWith(PropertySet) - Method in class com.opengamma.strata.collect.io.PropertySet
Combines this property set with another.
combinedWith(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlows
Combines this cash flows instance with another cash flow.
combinedWith(CashFlows) - Method in class com.opengamma.strata.market.amount.CashFlows
Combines this cash flows instance with another one.
combinedWith(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(CurveCurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(CurveUnitParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(CurveUnitParameterSensitivities) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(PointSensitivityBuilder) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
combinedWith(PointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Combines this point sensitivities with another instance.
combinedWith(PointSensitivityBuilder) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Combines this sensitivity with another instance.
combinedWith(SurfaceCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(SurfaceCurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Combines this parameter sensitivities with another instance.
combineLenient(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Combines two arrays, returning an array where each element is the combination of the two matching inputs.
combineReduce(DoubleArray, DoubleTernaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
Combines this array and the other array returning a reduced value.
combineWith(HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Combines this holiday calendar with another.
combineWith(HolidayCalendar) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Applies a function to the market data in this box and another box and returns a box containing the result.
combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
combineWith(MarketDataBox<U>, BiFunction<T, U, R>) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
combineWith(Result<U>, BiFunction<T, U, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result
Combines this result with another result.
compareExcludingSensitivity(SurfaceCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Compares two sensitivity objects, excluding the parameter sensitivity values.
compareKey(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
compareKey(CurveUnitParameterSensitivity) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Compares the key of two sensitivity objects, excluding the parameter sensitivity values.
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
compareKey(PointSensitivity) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Compares the key of two sensitivities, excluding the point sensitivity value.
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
compareKey(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
compareTo(Currency) - Method in class com.opengamma.strata.basics.currency.Currency
Compares this currency to another.
compareTo(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Compares this currency amount to another.
compareTo(Country) - Method in class com.opengamma.strata.basics.location.Country
Compares this country to another.
compareTo(SchedulePeriod) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Compares this period to another by unadjusted start date, then unadjusted end date.
compareTo(StandardId) - Method in class com.opengamma.strata.collect.id.StandardId
Compares the external identifiers, sorting alphabetically by scheme followed by value.
compareTo(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Compares this point to another.
compareTo(DoublesPair) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Compares the pair based on the first element followed by the second element.
compareTo(IntDoublePair) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Compares the pair based on the first element followed by the second element.
compareTo(LongDoublePair) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Compares the pair based on the first element followed by the second element.
compareTo(ObjDoublePair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Compares the pair based on the first element followed by the second element.
compareTo(ObjIntPair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Compares the pair based on the first element followed by the second element.
compareTo(Pair<A, B>) - Method in class com.opengamma.strata.collect.tuple.Pair
Compares the pair based on the first element followed by the second element.
compareTo(Triple<A, B, C>) - Method in class com.opengamma.strata.collect.tuple.Triple
Compares the triple based on the first element followed by the second element followed by the third element.
compareTo(T) - Method in class com.opengamma.strata.collect.type.TypedString
Compares this type to another.
compareTo(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlow
Compares this cash flow to another, first by date, then value.
completionStage() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
A completion stage providing asynchronous notification when the aggregate result of the calculations is available.
composedWith(MarketDataRules) - Method in interface com.opengamma.strata.calc.config.MarketDataRules
Combines these rules with the specified rules.
composedWith(PricingRules) - Method in interface com.opengamma.strata.calc.config.pricing.PricingRules
Combines these rules with the specified rules.
composedWith(ReportingRules) - Method in interface com.opengamma.strata.calc.config.ReportingRules
Combines these rules with the specified rules.
CompoundedRateType - Enum in com.opengamma.strata.market.value
A compounded rate type.
COMPOUNDING - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The method of compounding.
COMPOUNDING_PER_YEAR - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
Key used to access information about the number of compounding per year, as an Integer.
CompoundingMethod - Enum in com.opengamma.strata.product.swap
A convention defining how to compound interest.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the compounding method to use when there is more than one accrual period, default is 'None'.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the compounding method to use when there is more than one accrual period in each payment period, optional with defaulting getter.
compoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the compoundingMethod property.
concat(double[]) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an array that combines this array and the specified array.
concat(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an array that combines this array and the specified array.
configs() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
The meta-property for the configs property.
ConfiguredFunctionGroup - Class in com.opengamma.strata.calc.config.pricing
A container for a function group and a set of constructor arguments used when building function instances.
configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
 
configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
 
configuredMeasures(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.pricing.FunctionGroup
Returns the set of measures configured for a calculation target.
configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
Returns the set of measures configured for a calculation target.
configuredMeasures(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.pricing.PricingRules
Returns the set of measures that are configured for a calculation target.
ConstantNodalCurve - Class in com.opengamma.strata.market.curve
A curve based on a single constant value.
ConstantNodalCurve.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for ConstantNodalCurve.
ConstantNodalSurface - Class in com.opengamma.strata.market.surface
A surface based on a single constant value.
ConstantNodalSurface.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for ConstantNodalSurface.
consumer(CheckedConsumer<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Consumer interface.
contains(Currency) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if the currency pair contains the supplied currency as either its base or counter.
contains(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Checks if this multi-amount contains an amount for the specified currency.
contains(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Checks if this period contains the specified date.
contains(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Checks if this array contains the specified value.
contains(String) - Method in class com.opengamma.strata.collect.io.IniFile
Checks if this INI file contains the specified section.
contains(String) - Method in class com.opengamma.strata.collect.io.PropertySet
Checks if this property set contains the specified key.
contains(LocalDate) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if this range contains the specified date.
containsCurve(CurveName) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Checks if this info contains the specified curve.
containsDate(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Checks if this time-series contains a value for the specified date.
containsTimeSeries(ObservableKey) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
containsTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.basics.market.MarketData
Checks if this set of data contains a time-series for the specified key.
containsTimeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
Checks if this set of data contains a time-series for the specified ID.
containsTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
Checks if this set of data contains a time-series for the specified key.
containsTimeSeries(ObservableKey) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
 
containsTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
containsTimeSeries(ObservableKey) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData
 
containsValue(MarketDataKey<?>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
containsValue(MarketDataKey<?>) - Method in interface com.opengamma.strata.basics.market.MarketData
Checks if this set of data contains a value for the specified key.
containsValue(ReferenceDataId, Class<?>) - Method in interface com.opengamma.strata.basics.market.ReferenceData
Checks if this typed reference data contains a value for the specified identifier and type.
containsValue(Class<?>) - Method in interface com.opengamma.strata.basics.market.TypedReferenceData
Checks if this typed reference data contains a value for the specified type.
containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
Checks if this set of data contains a value for the specified ID.
containsValue(MarketDataKey<?>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
Checks if this set of data contains a value for the specified key.
containsValue(MarketDataKey<?>) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
 
containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Returns true if this builder contains a value for the ID.
containsValue(MarketDataKey<?>) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData
 
convention(BusinessDayConvention) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
Sets the convention used to the adjust the date if it does not fall on a business day.
convention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
The meta-property for the convention property.
convention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
The meta-property for the convention property.
convention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
The meta-property for the convention property.
convention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
The meta-property for the convention property.
convention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
The meta-property for the convention property.
convention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
The meta-property for the convention property.
convention(IborFixingDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
Sets the underlying Ibor fixing deposit convention.
convention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
The meta-property for the convention property.
convention(TermDepositConvention) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
Sets the underlying term deposit convention.
convention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
The meta-property for the convention property.
convention(FraConvention) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
Sets the underlying FRA convention.
convention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
The meta-property for the convention property.
convention(FxSwapConvention) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
Sets the underlying FX Swap convention.
convention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
The meta-property for the convention property.
convention(IborFutureConvention) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
Sets the underlying futures convention.
convention() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
The meta-property for the convention property.
convention(FixedIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
The meta-property for the convention property.
convention(FixedOvernightSwapConvention) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
The meta-property for the convention property.
convention(IborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
The meta-property for the convention property.
convention(ThreeLegBasisSwapConvention) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
The meta-property for the convention property.
convention(XCcyIborIborSwapConvention) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
Sets the market convention of the swap.
convention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
The meta-property for the convention property.
conversionFactor(List<Double>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the conversion factor for each bond in the basket.
conversionFactor(Double...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the conversionFactor property in the builder from an array of objects.
conversionFactor() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the conversionFactor property.
convert(CurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
Converts a CurrencyAmount into an amount in the specified currency using the rates in this matrix.
convert(MultiCurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
Converts a MultipleCurrencyAmount into an amount in the specified currency using the rates in this matrix.
convert(double, Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate
Converts an amount in a currency to an amount in a different currency using this rate.
convertBusinessDayConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML business day convention string to a BusinessDayConvention.
convertDate(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML date to a LocalDate.
convertDayCount(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML day count string to a DayCount.
convertedTo(Currency, double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Converts this amount to an equivalent amount the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Converts this amount to an equivalent amount in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.basics.currency.FxConvertible
Converts this instance to an equivalent amount in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Converts this amount to an equivalent amount the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.Payment
Converts this payment to an equivalent payment in the specified currency.
convertedTo(Currency, CalculationMarketData) - Method in interface com.opengamma.strata.calc.runner.function.CurrencyConvertible
Returns a copy of the object with any currency amounts converted into the reporting currency.
convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
 
convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.LegAmounts
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Converts the sensitivities in this instance to an equivalent in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Converts this sensitivity to an equivalent in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Converts this instance to an equivalent amount in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Converts the sensitivities in this instance to an equivalent in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Converts this sensitivity to an equivalent in the specified currency.
convertFrequency(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML frequency string to a Frequency.
convertHolidayCalendar(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML business center string to a HolidayCalendar.
convertIndexTenor(String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML tenor string to a Tenor.
convertRollConvention(String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML roll convention string to a RollConvention.
convexityAdjustment(IborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Calculates the convexity adjustment (to the price) of the Ibor future product.
convexityFromYield(FixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the convexity of the fixed coupon bond product from yield.
COP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'COP' - Colombian Peso.
copyInto(double[], int) - Method in class com.opengamma.strata.collect.array.DoubleArray
Copies this array into the specified array.
copyOf(List<Double>) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance from a list of Double.
copyOf(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance from an array of double.
copyOf(double[], int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance by copying part of an array.
copyOf(double[], int, int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance by copying part of an array.
copyOf(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance from a double[][].
counterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
The meta-property for the counterCurrencyAmount property.
counterCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
The meta-property for the counterCurrencyDiscountFactors property.
counterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta
The meta-property for the counterCurrencyPayment property.
counterparty(StandardId) - Method in class com.opengamma.strata.product.TradeInfo.Builder
Sets the counterparty identifier, optional.
counterparty() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the counterparty property.
countFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
Counts how many of the results are failures.
countFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
Counts how many of the results are failures.
Country - Class in com.opengamma.strata.basics.location
A country or territory.
coupon(double) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
Sets the coupon used to calculate fee payments.
coupon - Variable in class com.opengamma.strata.product.credit.ExpandedCds
The coupon used to calculate fee payments.
coupon() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
The meta-property for the coupon property.
coupon(double) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
Sets the coupon.
coupon() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
The meta-property for the coupon property.
couponEquivalent(SwapLeg, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the coupon equivalent of a swap leg.
create() - Static method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
Returns an empty builder with a market data feed of MarketDataFeed.NONE.
create(MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
Returns an empty builder with the specified market data feed.
createAdjustedDates() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Creates the list of adjusted dates in the schedule.
createAggregateResult() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
Invoked to create the aggregate result when the individual calculations are complete.
createFunction(Map<String, Object>) - Method in class com.opengamma.strata.calc.config.FunctionConfig
Returns a function instance created using the specified constructor arguments.
createFunction() - Method in class com.opengamma.strata.calc.config.FunctionConfig
Returns a function instance created using the constructor arguments from the configuration.
createIsdaCreditCurve(LocalDate, IsdaCreditCurveInputs, IsdaCompliantYieldCurve, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
 
createIsdaCreditCurve(LocalDate, IsdaCreditCurveInputs, NodalCurve, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
 
createIsdaDiscountCurve(LocalDate, IsdaYieldCurveInputs) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
 
createScenarioValue(MarketDataBox<T>, int) - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataKey
Creates an instance of the scenario market data object from a box containing data of the same underlying type.
createScenarioValue(MarketDataBox<Double>, int) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
 
createSchedule() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Creates the schedule from the definition.
createSchedule(Schedule) - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Creates the payment schedule based on the accrual schedule.
createSchedule(SchedulePeriod, RollConvention) - Method in class com.opengamma.strata.product.swap.ResetSchedule
Creates the reset schedule based on the accrual schedule.
createUnadjustedDates() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Creates the list of unadjusted dates in the schedule.
createZeroRateSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
Obtains the underlying ZeroRateSensitivity.
createZeroRateSensitivity() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
Obtains the underlying ZeroRateSensitivity.
creditCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
The meta-property for the creditCurvePoints property.
CS01_BUCKETED_HAZARD - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the (vector) PV change to a series of 1 bps shifts in hazard rates at each curve node.
CS01_BUCKETED_PAR - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the (vector) PV change to a series of 1 bps shifts in par credit rates at each curve node.
CS01_PARALLEL_HAZARD - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the (scalar) PV change to a 1 bps shift in hazard rates of calibrated curve.
CS01_PARALLEL_PAR - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the (scalar) PV change to a 1 bps shift in par credit spread rates.
cs01BucketedHazard(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the vector PV change to a series of 1 basis point shifts in par credit spread rates at each curve node.
cs01BucketedPar(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the vector PV change to a series of 1 basis point shifts in par credit spread rates at each curve node.
cs01ParallelHazard(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the scalar PV change to a 1 basis point shift in hazard rates.
cs01ParallelPar(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the scalar PV change to a 1 basis point shift in par credit spread rates.
CsvFile - Class in com.opengamma.strata.collect.io
A CSV file.
CsvOutput - Class in com.opengamma.strata.collect.io
Outputs a CSV formatted file.
CsvOutput(Appendable) - Constructor for class com.opengamma.strata.collect.io.CsvOutput
Creates an instance, using the system default line separator.
CsvOutput(Appendable, String) - Constructor for class com.opengamma.strata.collect.io.CsvOutput
Creates an instance, allowing the new line charactor to be controlled.
Currency - Class in com.opengamma.strata.basics.currency
A unit of currency.
currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the currency of the index.
currency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the currency of the index.
currency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
Sets the currency of the index.
currency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Sets the currency of the leg.
currency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the primary currency of the product.
currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the currency of the leg associated with the notional.
currency() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
Sets the currency of the reference.
currency() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the currency of the CDS.
currency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the primary currency, defaulted to the currency of the index.
currency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the primary currency, optional with defaulting getter.
currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.equity.Equity.Builder
Sets the currency that the equity is quoted in.
currency() - Method in class com.opengamma.strata.product.equity.Equity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
Sets the primary currency.
currency() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the primary currency, defaulted to the currency of the index.
currency() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the primary currency, optional with defaulting getter.
currency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the currency that the future is quoted in.
currency() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets the currency of the swap leg.
currency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the currency of the swap leg associated with the notional.
currency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the primary currency of the payment period.
currency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the leg currency.
currency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the leg currency, optional with defaulting getter.
currency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the leg currency, optional with defaulting getter.
currency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the currency property.
CURRENCY_AMOUNT - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The formatter to be used for CurrencyAmount.
CURRENCY_EXPOSURE - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the currency exposure of the calculation target.
CurrencyAmount - Class in com.opengamma.strata.basics.currency
An amount of a currency.
CurrencyAmountTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against a currency amount.
CurrencyAmountTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
 
CurrencyAwareCalculationMultiFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.runner.function
A function that calculates multiple values for a target using multiple sets of market data.
CurrencyAwareCalculationSingleFunction<T extends CalculationTarget,R> - Interface in com.opengamma.strata.calc.runner.function
A function that calculates currency values for a target using multiple sets of market data.
CurrencyConvertible<R> - Interface in com.opengamma.strata.calc.runner.function
Interface for objects containing currency amounts that can be automatically converted to a different currency by the calculation engine for reporting purposes.
currencyExposure(FxForwardSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
currencyExposure(FxIndexSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
currencyExposure(FxForwardSensitivity) - Method in interface com.opengamma.strata.market.view.FxForwardRates
Calculates the currency exposure from the point sensitivity.
currencyExposure(FxIndexSensitivity) - Method in interface com.opengamma.strata.market.view.FxIndexRates
Calculates the currency exposure from the point sensitivity.
currencyExposure(BondFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer
Calculates the currency exposure of the bond future trade from the current price.
currencyExposure(BondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
Calculates the currency exposure of the bond future option trade.
currencyExposure(BondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
Calculates the currency exposure of the bond future option trade from the current option price.
currencyExposure(BondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the currency exposure of the bond future trade.
currencyExposure(FixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the currency exposure of the fixed coupon bond trade.
currencyExposure(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the currency exposure of the FRA trade.
currencyExposure(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the currency exposure of the foreign exchange vanilla option product.
currencyExposure(FxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
Calculates the currency exposure of the foreign exchange vanilla option trade.
currencyExposure(FxNdfProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Computes the currency exposure by discounting each payment in its own currency.
currencyExposure(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Computes the currency exposure by discounting each payment in its own currency.
currencyExposure(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the currency exposure of the FX swap product.
currencyExposure(IborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the currency exposure of the Ibor future trade.
currencyExposure(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.AbstractRatesProvider
 
currencyExposure(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Computes the currency exposure.
currencyExposure(DeliverableSwapFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
Calculates the currency exposure of the deliverable swap futures trade.
currencyExposure(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the currency exposure of the swap leg.
currencyExposure(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the currency exposure of the swap product.
currencyExposure(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the currency exposure of the swap trade.
currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
Calculates the currency exposure of a single payment event.
currencyExposure(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Calculates the currency exposure of a single payment period.
currencyExposure(SwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
Computes the currency exposure of the swaption trade
currencyExposure(SwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
Computes the currency exposure of the swaption trade
currencyExposure(SwaptionProduct, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
Calculates the currency exposure of the swaption product.
currencyExposure(SwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
Computes the currency exposure of the swaption trade
currencyExposure(SwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
Computes the currency exposure of the swaption trade
currencyExposure(SwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
Computes the currency exposure of the swaption trade
currencyExposure(SwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
Computes the currency exposure of the swaption trade
currencyExposure(SwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
Computes the currency exposure of the swaption trade
currencyExposure(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Computes the currency exposure of the swaption.
currencyExposure(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Computes the currency exposure of the swaption.
currencyExposureWithZSpread(BondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the currency exposure of the bond future trade with z-spread.
currencyExposureWithZSpread(FixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the currency exposure of the fixed coupon bond trade with z-spread.
CurrencyPair - Class in com.opengamma.strata.basics.currency
An ordered pair of currencies, such as 'EUR/USD'.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
Sets the currency pair.
currencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
The meta-property for the currencyPair property.
currencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
The meta-property for the currencyPair property.
currencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
The meta-property for the currencyPair property.
currencyPair() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
The meta-property for the currencyPair property.
currencyPair() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
The meta-property for the currencyPair property.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
Sets the currency pair for which the volatility data are presented.
currencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
The meta-property for the currencyPair property.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
Sets the currency pair for which the volatility data are presented.
currencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
The meta-property for the currencyPair property.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
Sets the currency pair associated with the convention.
currencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
The meta-property for the currencyPair property.
CurrencyValuesArray - Class in com.opengamma.strata.calc.runner.function.result
An array of currency values in one currency representing the result of the same calculation performed for multiple scenarios.
CurrencyValuesArray.Meta - Class in com.opengamma.strata.calc.runner.function.result
The meta-bean for CurrencyValuesArray.
currentCash(FixedCouponBondTrade, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the current of the fixed coupon bond trade.
currentCash(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the current cash of the FRA trade.
currentCash(FxVanillaOptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
Calculates the current of the foreign exchange vanilla option trade.
currentCash(FxNdfProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Calculates the current cash of the NDF product.
currentCash(FxSingleProduct, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Computes the current cash.
currentCash(FxSwapProduct, LocalDate) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the current cash of the FX swap product.
currentCash(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the current cash of the swap leg.
currentCash(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the current cash of the swap product.
currentCash(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the current cash of the swap trade.
currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
Calculates the current cash of a single payment event.
currentCash(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Calculates the current cash of a single payment period.
currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
Calculates the current of the swaption trade.
currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
Calculates the current of the swaption trade.
currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
Calculates the current of the swaption trade.
currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
Calculates the current of the swaption trade.
currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
Calculates the current of the swaption trade.
currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
Calculates the current of the swaption trade.
currentCash(SwaptionTrade, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
Calculates the current of the swaption trade.
Curve - Interface in com.opengamma.strata.market.curve
A curve that maps a double x-value to a double y-value.
curve(LocalDate, DoubleArray, Map<CurveInfoType<?>, Object>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
curve(LocalDate, DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
Creates the curve from an array of parameter values.
curve(LocalDate, DoubleArray, Map<CurveInfoType<?>, Object>) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
Creates the curve from an array of parameter values.
curve() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
The meta-property for the curve property.
curve() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
The meta-property for the curve property.
curve() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
The meta-property for the curve property.
curve() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
The meta-property for the curve property.
curve(NodalCurve) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
Sets the volatility term structure.
curve() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
The meta-property for the curve property.
CURVE_CURRENCY_PARAMETER_SENSITIVITY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The formatter to be used for CurveCurrencyParameterSensitivity.
CurveCalibrator - Interface in com.opengamma.strata.pricer.calibration
Curve calibrator.
curveConvention() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
The meta-property for the curveConvention property.
curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
The meta-property for the curveCurrency property.
curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
The meta-property for the curveCurrency property.
curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
The meta-property for the curveCurrency property.
CurveCurrencyParameterSensitivities - Class in com.opengamma.strata.market.curve
Currency-based parameter sensitivity for a collection of curves.
CurveCurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveCurrencyParameterSensitivities.
CurveCurrencyParameterSensitivitiesTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against curve currency parameter sensitivities.
CurveCurrencyParameterSensitivitiesTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator
 
CurveCurrencyParameterSensitivity - Class in com.opengamma.strata.market.curve
Parameter sensitivity for a single curve.
CurveCurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveCurrencyParameterSensitivity.
CurveCurrencyParameterSensitivityTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Token evaluator for curve currency parameter sensitivity.
CurveCurrencyParameterSensitivityTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator
 
curveDefinitions() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
The meta-property for the curveDefinitions property.
CurveExtrapolator - Interface in com.opengamma.strata.market.interpolator
Interface for extrapolators which extrapolate beyond the ends of a curve.
CurveExtrapolators - Class in com.opengamma.strata.market.interpolator
The standard set of curve extrapolators.
CurveGammaCalculator - Class in com.opengamma.strata.pricer.sensitivity
Computes the cross-gamma and related figures to the rate curves parameters for rates provider.
CurveGammaCalculator(FiniteDifferenceType, double) - Constructor for class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Create an instance of the finite difference calculator.
curveGroup(CurveGroupName) - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
Adds a mapping that sets the curve group used to look up curves.
CurveGroup - Class in com.opengamma.strata.market.curve
A group of curves.
CurveGroup.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for CurveGroup.
CurveGroup.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveGroup.
CurveGroupDefinition - Class in com.opengamma.strata.market.curve
Provides the definition of how to calibrate a group of curves.
CurveGroupDefinition.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveGroupDefinition.
CurveGroupDefinitionBuilder - Class in com.opengamma.strata.market.curve
A mutable builder for creating instances of CurveGroupDefinition.
CurveGroupDefinitionBuilder() - Constructor for class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
 
CurveGroupDefinitionCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of curve group definitions into memory by reading from CSV resources.
CurveGroupEntry - Class in com.opengamma.strata.market.curve
A single entry in the curve group definition.
CurveGroupEntry.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for CurveGroupEntry.
CurveGroupEntry.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveGroupEntry.
CurveGroupId - Class in com.opengamma.strata.market.id
Market data ID identifying a group of curves that are built together.
CurveGroupId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for CurveGroupId.
CurveGroupKey - Class in com.opengamma.strata.market.key
Market data key identifying a group of curves that are built together.
CurveGroupKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for CurveGroupKey.
CurveGroupMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
Market data function that builds a CurveGroup.
CurveGroupMarketDataFunction(RootFinderConfig, CalibrationMeasures) - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
Creates a new function for building curve groups that delegates to a CurveCalibrator to perform calibration.
CurveGroupMarketDataFunction(CurveCalibrator) - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
Creates a new function for building curve groups that delegates to curveCalibrator to perform calibration.
curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
The meta-property for the curveGroupName property.
CurveGroupName - Class in com.opengamma.strata.market.curve
The name of a curve group.
curveGroupName() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
The meta-property for the curveGroupName property.
CurveId - Interface in com.opengamma.strata.market.id
Market data ID identifying a curve.
CurveInfoType<T> - Class in com.opengamma.strata.market.curve
The type of additional curve information.
CurveInputs - Class in com.opengamma.strata.market.curve
The input data used when calibrating a curve.
CurveInputs.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for CurveInputs.
CurveInputs.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveInputs.
CurveInputsId - Class in com.opengamma.strata.market.id
Market data ID for a set of market data used when calibrating a curve.
CurveInputsId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for CurveInputsId.
CurveInputsKey - Class in com.opengamma.strata.market.key
Market data key identifying the input data used when calibrating a curve.
CurveInputsKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for CurveInputsKey.
CurveInputsMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
Market data function that builds the input data used when calibrating a curve.
CurveInputsMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction
 
CurveInterpolator - Interface in com.opengamma.strata.market.interpolator
Interface for interpolators that interpolate between points on a curve.
CurveInterpolators - Class in com.opengamma.strata.market.interpolator
The standard set of curve interpolators.
CurveKey - Interface in com.opengamma.strata.market.key
A market data key identifying a curve.
curveMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
Sets the metadata for the curve.
curveMetadata() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
The meta-property for the curveMetadata property.
CurveMetadata - Interface in com.opengamma.strata.market.curve
Metadata about a curve and curve parameters.
curveName() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
The meta-property for the curveName property.
curveName(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
Sets the curve name.
curveName() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
The meta-property for the curveName property.
CurveName - Class in com.opengamma.strata.market.curve
The name of a curve.
curveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
The meta-property for the curveName property.
curveName(CurveName) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the curve name.
curveName() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
The meta-property for the curveName property.
curveName() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
The meta-property for the curveName property.
CurveNameFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve
A market data filter which matches a curve by name.
CurveNameFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve
The meta-bean for CurveNameFilter.
CurveNode - Interface in com.opengamma.strata.market.curve
A node in the configuration specifying how to calibrate a curve.
CurveParallelShift - Class in com.opengamma.strata.market.curve.perturb
Perturbation which applies a parallel shift to a curve.
CurveParallelShift.Meta - Class in com.opengamma.strata.market.curve.perturb
The meta-bean for CurveParallelShift.
CurveParallelShifts - Class in com.opengamma.strata.function.marketdata.curve
Perturbation which applies a parallel shift to a curve.
CurveParallelShifts.Meta - Class in com.opengamma.strata.function.marketdata.curve
The meta-bean for CurveParallelShifts.
CurveParameterMetadata - Interface in com.opengamma.strata.market.curve
Information about a parameter underlying a curve.
curveParameterSensitivity(ZeroRateSensitivity) - Method in interface com.opengamma.strata.market.view.DiscountFactors
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(FxForwardSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
curveParameterSensitivity(FxIndexSensitivity) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
curveParameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
curveParameterSensitivity(OvernightRateSensitivity) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
curveParameterSensitivity(InflationRateSensitivity) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
curveParameterSensitivity(FxForwardSensitivity) - Method in interface com.opengamma.strata.market.view.FxForwardRates
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(FxIndexSensitivity) - Method in interface com.opengamma.strata.market.view.FxIndexRates
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(IborRateSensitivity) - Method in interface com.opengamma.strata.market.view.IborIndexRates
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(IssuerCurveZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(OvernightRateSensitivity) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(InflationRateSensitivity) - Method in interface com.opengamma.strata.market.view.PriceIndexValues
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(RepoCurveZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
curveParameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.AbstractRatesProvider
 
curveParameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
Computes the parameter sensitivity.
curveParameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Computes the parameter sensitivity.
CurveParameterSize - Class in com.opengamma.strata.market.curve
The curve name and number of parameters.
CurveParameterSize.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveParameterSize.
CurvePointShift - Class in com.opengamma.strata.market.curve.perturb
A perturbation that applies different shifts to specific points on a curve.
CurvePointShift.Meta - Class in com.opengamma.strata.market.curve.perturb
The meta-bean for CurvePointShift.
CurvePointShiftBuilder - Class in com.opengamma.strata.market.curve.perturb
Mutable builder for building instances of CurvePointShift.
CurvePointShifts - Class in com.opengamma.strata.function.marketdata.curve
A perturbation that applies different shifts to specific points on a curve.
CurvePointShifts.Meta - Class in com.opengamma.strata.function.marketdata.curve
The meta-bean for CurvePointShifts.
CurvePointShiftsBuilder - Class in com.opengamma.strata.function.marketdata.curve
Mutable builder for building instances of CurvePointShifts.
Curves - Class in com.opengamma.strata.market.curve
Helper for creating common types of curves.
CurveUnitParameterSensitivities - Class in com.opengamma.strata.market.curve
Unit parameter sensitivity for a collection of curves.
CurveUnitParameterSensitivities.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveUnitParameterSensitivities.
CurveUnitParameterSensitivity - Class in com.opengamma.strata.market.curve
Unit parameter sensitivity for a single curve.
CurveUnitParameterSensitivity.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveUnitParameterSensitivity.
CZ - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'CZ' - Czech Republic.
CZK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CZK' - Czeck Krona.

D

data(MarketDataKey<T>) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider
 
data(MarketDataKey<T>) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets market data of a specific type.
data(MarketDataKey<T>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
data(Table<Integer, Integer, Object>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the cashflow data table.
data() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the data property.
data(Table<Integer, Integer, Result<?>>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the calculation results.
data() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the data property.
date(LocalDate) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
Sets the date that the payment is made.
date() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
The meta-property for the date property.
date(LocalDate) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
Sets the date of the schedule period boundary at which the change occurs.
date() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
The meta-property for the date property.
date(AdjustableDate) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
Sets the date that the payment is made.
date() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
The meta-property for the date property.
DateAdjuster - Interface in com.opengamma.strata.basics.date
Functional interface that can adjust a date.
DateAdjusters - Class in com.opengamma.strata.basics.date
Date adjusters that perform useful operations on LocalDate.
DatedCurveParameterMetadata - Interface in com.opengamma.strata.market.curve
Curve parameter metadata that specifies a date.
dates() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns a stream over the dates of this time-series.
DateSequence - Interface in com.opengamma.strata.basics.date
A series of dates identified by name.
dateSequence(DateSequence) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Sets the sequence of dates that the future is based on.
dateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
The meta-property for the dateSequence property.
DateSequences - Class in com.opengamma.strata.basics.date
Constants and implementations for standard date sequences.
DAY_1 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day1' roll convention which adjusts the date to day-of-month 1.
DAY_10 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day10' roll convention which adjusts the date to day-of-month 10.
DAY_11 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day11' roll convention which adjusts the date to day-of-month 11.
DAY_12 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day12' roll convention which adjusts the date to day-of-month 12.
DAY_13 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day13' roll convention which adjusts the date to day-of-month 13
DAY_14 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day14' roll convention which adjusts the date to day-of-month 14.
DAY_15 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day15' roll convention which adjusts the date to day-of-month 15.
DAY_16 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day16' roll convention which adjusts the date to day-of-month 16.
DAY_17 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day17' roll convention which adjusts the date to day-of-month 17.
DAY_18 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day18' roll convention which adjusts the date to day-of-month 18.
DAY_19 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day19' roll convention which adjusts the date to day-of-month 19.
DAY_2 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day2' roll convention which adjusts the date to day-of-month 2.
DAY_20 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day20' roll convention which adjusts the date to day-of-month 20.
DAY_21 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day21' roll convention which adjusts the date to day-of-month 21.
DAY_22 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day22' roll convention which adjusts the date to day-of-month 22.
DAY_23 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day23' roll convention which adjusts the date to day-of-month 23.
DAY_24 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day24' roll convention which adjusts the date to day-of-month 24.
DAY_25 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day25' roll convention which adjusts the date to day-of-month 25.
DAY_26 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day26' roll convention which adjusts the date to day-of-month 26.
DAY_27 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day27' roll convention which adjusts the date to day-of-month 27.
DAY_28 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day28' roll convention which adjusts the date to day-of-month 28.
DAY_29 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day29' roll convention which adjusts the date to day-of-month 29.
DAY_3 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day3' roll convention which adjusts the date to day-of-month 3.
DAY_30 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day30' roll convention which adjusts the date to day-of-month 30.
DAY_4 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day4' roll convention which adjusts the date to day-of-month 4.
DAY_5 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day5' roll convention which adjusts the date to day-of-month 5.
DAY_6 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day6' roll convention which adjusts the date to day-of-month 6.
DAY_7 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day7' roll convention which adjusts the date to day-of-month 7.
DAY_8 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day8' roll convention which adjusts the date to day-of-month 8.
DAY_9 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day9' roll convention which adjusts the date to day-of-month 9.
DAY_COUNT - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
Key used to access information about the DayCount.
DAY_FRI - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayFri' roll convention which adjusts the date to be Friday.
DAY_MON - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayMon' roll convention which adjusts the date to be Monday.
DAY_SAT - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DaySat' roll convention which adjusts the date to be Saturday.
DAY_SUN - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DaySun' roll convention which adjusts the date to be Sunday.
DAY_THU - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayThu' roll convention which adjusts the date to be Thursday.
DAY_TUE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayTue' roll convention which adjusts the date to be Tuesday.
DAY_WED - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayWed' roll convention which adjusts the date to be Wednesday.
DayCount - Interface in com.opengamma.strata.basics.date
A convention defining how to calculate fractions of a year.
dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the day count.
dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the day count, optional.
dayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
Sets the day count, optional.
dayCount() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
Sets the day count applicable to the model.
dayCount() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
Sets the day count applicable to the model.
dayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
Sets the day count applicable to the model.
dayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
The meta-property for the dayCount property.
dayCount() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
Sets the day count applicable to the model.
dayCount() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
The meta-property for the dayCount property.
dayCount() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
The meta-property for the dayCount property.
dayCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
The meta-property for the dayCount property.
dayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the day count convention applicable, defaulted to the day count of the index.
dayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the day count convention applicable, optional with defaulting getter.
dayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the day count convention applicable, defaulted to the day count of the index.
dayCount() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the day count convention applicable, optional with defaulting getter.
dayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the day count convention.
dayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the day count convention applicable.
dayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the day count convention applicable, optional with defaulting getter.
dayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the day count convention applicable, optional with defaulting getter.
dayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the dayCount property.
DayCount.ScheduleInfo - Interface in com.opengamma.strata.basics.date
Information about the schedule necessary to calculate the day count.
DayCounts - Class in com.opengamma.strata.basics.date
Constants and implementations for standard day count conventions.
days(int) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
Sets the number of days to be added.
days() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
The meta-property for the days property.
DaysAdjustment - Class in com.opengamma.strata.basics.date
An adjustment that alters a date by adding a period of days.
DaysAdjustment.Builder - Class in com.opengamma.strata.basics.date
The bean-builder for DaysAdjustment.
DaysAdjustment.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for DaysAdjustment.
daysBetween(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Calculates the number of business days between two dates.
daysBetween(LocalDateRange) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Calculates the number of business days in a date range.
DE - Static variable in class com.opengamma.strata.basics.location.Country
The country 'DE' - Germany.
decimalPlaces() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
The meta-property for the decimalPlaces property.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
The default instance.
DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Default implementation
DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
The default instance.
DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.product.swaption.PhysicalSettlement
Default instance.
DEFAULT_ABSOLUTE_TOLERANCE - Static variable in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
The default absolute tolerance for the root finder.
DEFAULT_MAXIMUM_STEPS - Static variable in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
The default maximum number of steps for the root finder.
DEFAULT_RELATIVE_TOLERANCE - Static variable in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
The default relative tolerance for the root finder.
DefaultCalculationMarketData - Class in com.opengamma.strata.calc.marketdata
A source of market data used for a calculation across multiple scenarios.
DefaultCalculationMarketData(CalculationEnvironment, MarketDataMappings) - Constructor for class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
Creates a new set of market data.
defaultConfigs() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
The meta-property for the defaultConfigs property.
defaultCurveCalibrator() - Static method in interface com.opengamma.strata.pricer.calibration.CurveCalibrator
The default curve calibrator.
DefaultCurveMetadata - Class in com.opengamma.strata.market.curve
Default metadata for a curve.
DefaultCurveMetadata.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for DefaultCurveMetadata.
DefaultCurveMetadataBuilder - Class in com.opengamma.strata.market.curve
Builder for curve metadata.
DefaultFunctionGroup<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing
Default implementation of FunctionGroup.
DefaultFunctionGroup.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing
The meta-bean for DefaultFunctionGroup.
DefaultFunctionGroupBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing
A mutable builder for building instances of DefaultFunctionGroup.
DefaultMarketDataFactory - Class in com.opengamma.strata.calc.marketdata
Co-ordinates building of market data.
DefaultMarketDataFactory(TimeSeriesProvider, ObservableMarketDataFunction, FeedIdMapping, MarketDataFunction<?, ?>...) - Constructor for class com.opengamma.strata.calc.marketdata.DefaultMarketDataFactory
Creates a new factory.
DefaultMarketDataFactory(TimeSeriesProvider, ObservableMarketDataFunction, FeedIdMapping, List<MarketDataFunction<?, ?>>) - Constructor for class com.opengamma.strata.calc.marketdata.DefaultMarketDataFactory
Creates a new factory.
DefaultMarketDataMappings - Class in com.opengamma.strata.calc.marketdata.mapping
Market data mappings specify which market data from the global set of data should be used for a particular calculation.
DefaultMarketDataMappings.Builder - Class in com.opengamma.strata.calc.marketdata.mapping
The bean-builder for DefaultMarketDataMappings.
DefaultMarketDataMappings.Meta - Class in com.opengamma.strata.calc.marketdata.mapping
The meta-bean for DefaultMarketDataMappings.
DefaultMarketDataRule - Class in com.opengamma.strata.calc.config
Default implementation of a market data rule that matches a target based on its type.
DefaultMarketDataRule.Meta - Class in com.opengamma.strata.calc.config
The meta-bean for DefaultMarketDataRule.
DefaultMarketDataRules - Class in com.opengamma.strata.calc.config
Market data rules that combine a list of individual rules.
DefaultMarketDataRules.Meta - Class in com.opengamma.strata.calc.config
The meta-bean for DefaultMarketDataRules.
DefaultPricingRules - Class in com.opengamma.strata.calc.config.pricing
Pricing rules that combine a list of individual rules.
DefaultPricingRules.Meta - Class in com.opengamma.strata.calc.config.pricing
The meta-bean for DefaultPricingRules.
defaultReportingCurrency(T) - Method in interface com.opengamma.strata.calc.runner.function.CalculationFunction
Returns the default reporting currency for the result of performing the calculation for the target if there is a sensible default.
defaultReportingCurrency(CdsTrade) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
 
defaultReportingCurrency(TermDepositTrade) - Method in class com.opengamma.strata.function.calculation.deposit.AbstractTermDepositFunction
 
defaultReportingCurrency(FraTrade) - Method in class com.opengamma.strata.function.calculation.fra.AbstractFraFunction
 
defaultReportingCurrency(GenericFutureTrade) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction
 
defaultReportingCurrency(GenericFutureOptionTrade) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction
 
defaultReportingCurrency(FxNdfTrade) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxNdfFunction
 
defaultReportingCurrency(FxSingleTrade) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSingleFunction
 
defaultReportingCurrency(FxSwapTrade) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSwapFunction
 
defaultReportingCurrency(IborFutureTrade) - Method in class com.opengamma.strata.function.calculation.index.AbstractIborFutureFunction
 
defaultReportingCurrency(BulletPaymentTrade) - Method in class com.opengamma.strata.function.calculation.payment.AbstractBulletPaymentFunction
 
defaultReportingCurrency(DeliverableSwapFutureTrade) - Method in class com.opengamma.strata.function.calculation.swap.AbstractDeliverableSwapFutureFunction
 
defaultReportingCurrency(SwapTrade) - Method in class com.opengamma.strata.function.calculation.swap.AbstractSwapFunction
 
defaultReportingCurrency(SwapTrade) - Method in class com.opengamma.strata.function.calculation.swap.SwapLegNotionalFunction
 
defaultReportingCurrency(SwaptionTrade) - Method in class com.opengamma.strata.function.calculation.swaption.AbstractSwaptionFunction
 
defaults() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
Returns default root finder configuration, using the DEFAULT constants from this class.
DefaultScenarioResult<T> - Class in com.opengamma.strata.calc.runner.function.result
A container for multiple results produced by performing a single calculation across multiple scenarios.
DefaultScenarioResult.Meta<T> - Class in com.opengamma.strata.calc.runner.function.result
The meta-bean for DefaultScenarioResult.
DefaultSurfaceMetadata - Class in com.opengamma.strata.market.surface
Default metadata for a surface.
DefaultSurfaceMetadata.Builder - Class in com.opengamma.strata.market.surface
The bean-builder for DefaultSurfaceMetadata.
DefaultSurfaceMetadata.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for DefaultSurfaceMetadata.
definition(ColumnDefinition) - Method in class com.opengamma.strata.calc.Column.Builder
Sets the definition of the column which specifies the column name and the measures it contains.
definition() - Method in class com.opengamma.strata.calc.Column.Meta
The meta-property for the definition property.
DeliverableSwapFuture - Class in com.opengamma.strata.product.swap
A deliverable swap futures contract.
DeliverableSwapFuture.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for DeliverableSwapFuture.
DeliverableSwapFuture.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for DeliverableSwapFuture.
DeliverableSwapFutureBucketedPv01Function - Class in com.opengamma.strata.function.calculation.swap
Calculates the bucketed PV01, the present value curve parameter sensitivity of a DeliverableSwapFutureTrade.
DeliverableSwapFutureBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureBucketedPv01Function
 
DeliverableSwapFutureFunctionGroups - Class in com.opengamma.strata.function.calculation.swap
Contains function groups for built-in Deliverable Swap Future calculation functions.
DeliverableSwapFuturePv01Function - Class in com.opengamma.strata.function.calculation.swap
Calculates PV01, the present value sensitivity of a DeliverableSwapFutureTrade.
DeliverableSwapFuturePv01Function() - Constructor for class com.opengamma.strata.function.calculation.swap.DeliverableSwapFuturePv01Function
 
DeliverableSwapFuturePvFunction - Class in com.opengamma.strata.function.calculation.swap
Calculates the present value of a DeliverableSwapFutureTrade for each of a set of scenarios.
DeliverableSwapFuturePvFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.DeliverableSwapFuturePvFunction
 
DeliverableSwapFutureTrade - Class in com.opengamma.strata.product.swap
A trade representing a futures contract based on an interest rate swap.
DeliverableSwapFutureTrade.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for DeliverableSwapFutureTrade.
DeliverableSwapFutureTrade.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for DeliverableSwapFutureTrade.
deliveryBasket(List<SecurityLink<FixedCouponBond>>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the basket of deliverable bonds.
deliveryBasket(SecurityLink<FixedCouponBond>...) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the deliveryBasket property in the builder from an array of objects.
deliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the deliveryBasket property.
deliveryDate(LocalDate) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
Sets the delivery date.
deliveryDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
The meta-property for the deliveryDate property.
DELTA - Static variable in class com.opengamma.strata.market.option.StrikeType
The type of a strike based on absolute delta.
delta(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the delta of the foreign exchange vanilla option product.
deltaStickyStrike(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the delta of the bond future option product.
deltaStickyStrike(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the delta of the bond future option product based on the price of the underlying future.
deltaStickyStrike(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the delta of the Ibor future option product.
deltaStickyStrike(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the delta of the Ibor future option product based on the price of the underlying future.
DeltaStrike - Class in com.opengamma.strata.market.option
A strike based on absolute delta.
DeltaStrike.Meta - Class in com.opengamma.strata.market.option
The meta-bean for DeltaStrike.
depositPeriod(Period) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
Sets the period between the start date and the end date.
depositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
The meta-property for the depositPeriod property.
depositPeriod(Period) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
Sets the period between the start date and the end date.
depositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
The meta-property for the depositPeriod property.
derivative(Trade, ImmutableRatesProvider, List<CurveParameterSize>) - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
Calculates the sensitivity with respect to the rates provider.
detachmentDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the detachment date.
detachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the detachmentDate property.
diagonal(DoubleArray) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains a diagonal matrix from the specified array.
dimensions() - Method in class com.opengamma.strata.collect.array.DoubleArray
Gets the number of dimensions of this array.
dimensions() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the number of dimensions of this matrix.
dimensions() - Method in interface com.opengamma.strata.collect.array.Matrix
Gets the number of dimensions of the matrix.
dirtyPriceFromCleanPrice(FixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price of the fixed coupon bond from its settlement date and clean price.
dirtyPriceFromCurves(Security<FixedCouponBond>, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price of the fixed coupon bond.
dirtyPriceFromCurves(Security<FixedCouponBond>, LegalEntityDiscountingProvider, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price of the fixed coupon bond under the specified settlement date.
dirtyPriceFromCurvesWithZSpread(Security<FixedCouponBond>, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price of the fixed coupon bond with z-spread.
dirtyPriceFromCurvesWithZSpread(Security<FixedCouponBond>, LegalEntityDiscountingProvider, double, CompoundedRateType, int, LocalDate) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price of the fixed coupon bond under the specified settlement date with z-spread.
dirtyPriceFromYield(FixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price of the fixed coupon bond from yield.
dirtyPriceSensitivity(Security<FixedCouponBond>, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price sensitivity of the fixed coupon bond product.
dirtyPriceSensitivityWithZspread(Security<FixedCouponBond>, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the dirty price sensitivity of the fixed coupon bond with z-spread.
DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The discount factor, typically derived from a curve.
DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a discount factor - 'DiscountFactor'.
discountCurrencies(Set<Currency>) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
Sets the currencies for which the curve provides discount rates.
discountCurrencies(Currency...) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
Sets the discountCurrencies property in the builder from an array of objects.
discountCurrencies() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
The meta-property for the discountCurrencies property.
discountCurve(Currency, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds a discount curve to the provider.
DiscountCurveId - Class in com.opengamma.strata.market.id
Market data ID identifying the discount curve for a currency.
DiscountCurveId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for DiscountCurveId.
DiscountCurveKey - Class in com.opengamma.strata.market.key
Market data key identifying the discount curve for a currency.
DiscountCurveKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for DiscountCurveKey.
DiscountCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping
Market data mapping that accepts a DiscountCurveKey and returns a DiscountCurveId with the name of the curve group that is the source of the curve.
DiscountCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping
The meta-bean for DiscountCurveMapping.
DiscountCurveMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
Market data function that locates a discount factors curve.
DiscountCurveMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.DiscountCurveMarketDataFunction
 
discountCurves(Map<Currency, Curve>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
Sets the discount curves in the group, keyed by currency.
discountCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
The meta-property for the discountCurves property.
discountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the discountCurves property.
discountCurves(Map<Currency, ? extends Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds discount curves to the provider.
discountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
The meta-property for the discountFactor property.
discountFactor(LocalDate) - Method in interface com.opengamma.strata.market.view.DiscountFactors
Gets the discount factor.
discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Gets the discount factor.
discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Gets the discount factor.
discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
discountFactor(LocalDate) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
discountFactor(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the discount factor applicable for a currency.
discountFactors(Currency) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider
 
discountFactors(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing discount factors.
discountFactors(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing discount factors.
discountFactors(CurveName, DayCount, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing discount factors.
discountFactors(Currency) - Static method in class com.opengamma.strata.market.key.MarketDataKeys
Returns a market data key for discount factors.
DiscountFactors - Interface in com.opengamma.strata.market.view
Provides access to discount factors for a single currency.
discountFactors() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
The meta-property for the discountFactors property.
discountFactors() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
The meta-property for the discountFactors property.
discountFactors() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
The meta-property for the discountFactors property.
discountFactors() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
The meta-property for the discountFactors property.
discountFactors(Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the discount factors for a currency.
discountFactors(Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.market.view.DiscountFactors
Gets the discount factor with z-spread.
discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
discountFactorWithSpread(LocalDate, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
DiscountFxForwardRates - Class in com.opengamma.strata.market.view
Provides access to discount factors for currencies.
DiscountFxForwardRates.Meta - Class in com.opengamma.strata.market.view
The meta-bean for DiscountFxForwardRates.
DiscountFxIndexRates - Class in com.opengamma.strata.market.view
Provides access to discount factors for a currency.
DiscountFxIndexRates.Meta - Class in com.opengamma.strata.market.view
The meta-bean for DiscountFxIndexRates.
DiscountIborIndexRates - Class in com.opengamma.strata.market.view
An Ibor index curve providing rates from discount factors.
DiscountIborIndexRates.Meta - Class in com.opengamma.strata.market.view
The meta-bean for DiscountIborIndexRates.
discounting() - Static method in class com.opengamma.strata.function.calculation.credit.CdsFunctionGroups
Obtains the function group providing all built-in measures on FRA trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.calculation.deposit.TermDepositFunctionGroups
Obtains the function group providing all built-in measures on Term Deposit trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.calculation.fra.FraFunctionGroups
Obtains the function group providing all built-in measures on FRA trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.calculation.fx.FxNdfFunctionGroups
Obtains the function group providing all built-in measures on FX NDF trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.calculation.fx.FxSingleFunctionGroups
Obtains the function group providing all built-in measures on FX trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.calculation.fx.FxSwapFunctionGroups
Obtains the function group providing all built-in measures on FX swap trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.calculation.index.IborFutureFunctionGroups
Obtains the function group providing all built-in measures on the trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.calculation.payment.BulletPaymentFunctionGroups
Obtains the function group providing all built-in measures on FRA trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureFunctionGroups
Obtains the function group providing all built-in measures on the trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.calculation.swap.SwapFunctionGroups
Obtains the function group providing all built-in measures on Swap trades, using the standard discounting calculation method.
discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
Sets the method to use for discounting.
discounting() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
The meta-property for the discounting property.
discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
discounting() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the discounting property.
discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the method to use for discounting, optional with defaulting getter.
discounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the discounting property.
DiscountingBondFutureProductPricer - Class in com.opengamma.strata.pricer.bond
Pricer for for bond future products.
DiscountingBondFutureProductPricer(DiscountingFixedCouponBondProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
Creates an instance.
DiscountingBondFutureTradePricer - Class in com.opengamma.strata.pricer.bond
Pricer implementation for bond future trades.
DiscountingBondFutureTradePricer(DiscountingBondFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Creates an instance.
DiscountingDeliverableSwapFutureProductPricer - Class in com.opengamma.strata.pricer.swap
Pricer for for deliverable swap futures.
DiscountingDeliverableSwapFutureProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer
Creates an instance.
DiscountingDeliverableSwapFutureTradePricer - Class in com.opengamma.strata.pricer.swap
Pricer implementation for deliverable swap futures.
DiscountingDeliverableSwapFutureTradePricer(DiscountingDeliverableSwapFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
Creates an instance.
DiscountingFixedCouponBondProductPricer - Class in com.opengamma.strata.pricer.bond
Pricer for for rate fixed coupon bond products.
DiscountingFixedCouponBondProductPricer(DiscountingFixedCouponBondPaymentPeriodPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Creates an instance.
DiscountingFixedCouponBondTradePricer - Class in com.opengamma.strata.pricer.bond
Pricer for for rate fixed coupon bond trades.
DiscountingFixedCouponBondTradePricer(DiscountingFixedCouponBondProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Creates an instance.
DiscountingFraProductPricer - Class in com.opengamma.strata.pricer.fra
Pricer for for forward rate agreement (FRA) products.
DiscountingFraProductPricer(RateObservationFn<RateObservation>) - Constructor for class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Creates an instance.
DiscountingFraTradePricer - Class in com.opengamma.strata.pricer.fra
Pricer for for forward rate agreement (FRA) trades.
DiscountingFraTradePricer(DiscountingFraProductPricer) - Constructor for class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Creates an instance.
DiscountingFxNdfProductPricer - Class in com.opengamma.strata.pricer.fx
Pricer for FX non-deliverable forward (NDF) products.
DiscountingFxNdfProductPricer() - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Creates an instance.
DiscountingFxSingleProductPricer - Class in com.opengamma.strata.pricer.fx
Pricer for foreign exchange transaction products.
DiscountingFxSingleProductPricer(DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Creates an instance.
DiscountingFxSwapProductPricer - Class in com.opengamma.strata.pricer.fx
Pricer for foreign exchange swap transaction products.
DiscountingFxSwapProductPricer(DiscountingFxSingleProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Creates an instance.
DiscountingIborFixingDepositProductPricer - Class in com.opengamma.strata.pricer.deposit
The methods associated to the pricing of Ibor fixing deposit by discounting.
DiscountingIborFixingDepositProductPricer() - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Creates an instance.
DiscountingIborFixingDepositTradePricer - Class in com.opengamma.strata.pricer.deposit
The methods associated to the pricing of Ibor fixing deposit trades by discounting.
DiscountingIborFixingDepositTradePricer(DiscountingIborFixingDepositProductPricer) - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Creates an instance.
DiscountingIborFutureProductPricer - Class in com.opengamma.strata.pricer.index
Pricer for for Ibor future products.
DiscountingIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
Creates an instance.
DiscountingIborFutureTradePricer - Class in com.opengamma.strata.pricer.index
Pricer implementation for Ibor future trades.
DiscountingIborFutureTradePricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Creates an instance.
DiscountingPaymentPricer - Class in com.opengamma.strata.pricer
Pricer for simple payments.
DiscountingPaymentPricer() - Constructor for class com.opengamma.strata.pricer.DiscountingPaymentPricer
Creates an instance.
DiscountingSwapLegPricer - Class in com.opengamma.strata.pricer.swap
Pricer for for rate swap legs.
DiscountingSwapLegPricer(PaymentPeriodPricer<PaymentPeriod>, PaymentEventPricer<PaymentEvent>) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Creates an instance.
DiscountingSwapProductPricer - Class in com.opengamma.strata.pricer.swap
Pricer for for rate swap products.
DiscountingSwapProductPricer(DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Creates an instance.
DiscountingSwapTradePricer - Class in com.opengamma.strata.pricer.swap
Pricer for for rate swap trades.
DiscountingSwapTradePricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Creates an instance.
DiscountingTermDepositProductPricer - Class in com.opengamma.strata.pricer.deposit
The methods associated to the pricing of term deposit by discounting.
DiscountingTermDepositProductPricer() - Constructor for class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Creates an instance.
DiscountOvernightIndexRates - Class in com.opengamma.strata.market.view
An Overnight index curve providing rates from discount factors.
DiscountOvernightIndexRates.Meta - Class in com.opengamma.strata.market.view
The meta-bean for DiscountOvernightIndexRates.
dividedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with each value divided by the specified divisor.
dividedBy(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance where each element is calculated by dividing values in this array by values in the other array.
DK - Static variable in class com.opengamma.strata.basics.location.Country
The country 'DK' - Denmark.
DKK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'DKK' - Danish Krone.
DOUBLE - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The formatter to be used for double.
DOUBLE_ARRAY - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The formatter to be used for double[].
DOUBLE_QUADRATIC - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
Double quadratic interpolator.
DoubleArray - Class in com.opengamma.strata.collect.array
An immutable array of double values.
DoubleArrayMath - Class in com.opengamma.strata.collect
Contains utility methods for maths on double arrays.
DoubleMatrix - Class in com.opengamma.strata.collect.array
An immutable two-dimensional array of double values.
DoublesPair - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of two double elements.
DoublesPair.Meta - Class in com.opengamma.strata.collect.tuple
The meta-bean for DoublesPair.
DoubleTernaryOperator - Interface in com.opengamma.strata.collect.function
A function of three arguments that returns a value.

E

effectiveDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the adjustment applied to the fixing date to obtain the effective date.
effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the effectiveDateOffset property.
effectiveDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the number of days to add to the fixing date to obtain the effective date.
effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the effectiveDateOffset property.
EG - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'EG' - Egypt.
EGP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'EGP' - Egyptian Pound.
elements() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the elements from this triple as a list.
elements() - Method in interface com.opengamma.strata.collect.tuple.Tuple
Gets the elements from this tuple as a list.
empty() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Obtains an empty FX matrix.
empty() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an empty MultiCurrencyAmount.
empty() - Static method in class com.opengamma.strata.basics.market.ImmutableReferenceData
Obtains an instance containing no reference data.
empty() - Static method in interface com.opengamma.strata.basics.market.MarketDataBox
Obtains an instance containing no market data.
empty() - Static method in interface com.opengamma.strata.basics.market.ReferenceData
Obtains an instance containing no reference data.
empty() - Static method in interface com.opengamma.strata.calc.config.MarketDataRules
Returns an empty set of rules.
empty() - Static method in interface com.opengamma.strata.calc.config.pricing.PricingRules
Returns an empty set of rules.
empty() - Static method in interface com.opengamma.strata.calc.config.ReportingRules
Returns an empty set of rules.
empty() - Static method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
Returns a CalculationEnvironment containing no data.
empty() - Static method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
Returns an empty set of market data configuration.
empty() - Static method in interface com.opengamma.strata.calc.marketdata.function.TimeSeriesProvider
Returns a time-series provider that returns an empty time series for any ID.
empty() - Static method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
Returns an empty set of requirements.
empty() - Static method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
Returns an empty set of market data mappings containing no mappers.
empty() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Obtains an instance specifying that no market data is required.
empty() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Returns an empty set of market data.
empty(LocalDate) - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Returns an empty set of market data with a known valuation data.
empty() - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
Returns an empty scenario definition.
EMPTY - Static variable in class com.opengamma.strata.collect.array.DoubleArray
An empty array.
EMPTY - Static variable in class com.opengamma.strata.collect.array.DoubleMatrix
An empty array.
empty() - Static method in class com.opengamma.strata.collect.io.PropertySet
Obtains an empty property set.
empty() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns an empty time-series.
empty() - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
An empty sensitivity instance.
empty() - Static method in interface com.opengamma.strata.market.curve.CurveParameterMetadata
Gets an empty metadata instance.
empty() - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
An empty sensitivity instance.
empty() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
An empty sensitivity instance.
empty() - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
An empty sensitivity instance.
empty() - Static method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata
Gets an empty metadata instance.
EMPTY - Static variable in class com.opengamma.strata.product.TradeInfo
An empty instance of TradeInfo.
EMPTY_DOUBLE_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath
An empty double array.
EMPTY_DOUBLE_OBJECT_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath
An empty Double array.
EmptySurfaceParameterMetadata - Class in com.opengamma.strata.market.surface
Surface node metadata used when there is no applicable metadata.
EmptySurfaceParameterMetadata.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for EmptySurfaceParameterMetadata.
encloses(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if this range contains all dates in the specified range.
END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The accrual end date, adjusted to be a valid business day if necessary.
endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the end date, which is the end of the last schedule period.
endDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
Sets the end date of this period, used for financial calculations such as interest accrual.
endDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the scheduled date on which the credit protection will lapse.
endDate() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
Sets the date that the contract expires and protection ends.
endDate - Variable in class com.opengamma.strata.product.credit.ExpandedCds
The date that the contract expires and protection ends.
endDate() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
Sets the end date of the deposit.
endDate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder
Sets the end date of the deposit.
endDate() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the end date of the deposit.
endDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the end date of the deposit.
endDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
Sets the end date, which is the termination date of the FRA.
endDate() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the end date, which is the termination date of the FRA.
endDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
Sets the last date in the fixing period.
endDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
Sets the last date in the fixing period.
endDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
Sets the end date of the payment period.
endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the end date of the accrual period.
endDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta
The meta-property for the endDate property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional business day adjustment to apply to the end date.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the end date, optional with defaulting getter.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
The meta-property for the endDatePoints property.
endDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
The meta-property for the endDatePoints property.
endExclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
The meta-property for the endExclusive property.
ensureOnlyOne() - Static method in class com.opengamma.strata.collect.Guavate
Reducer used in a stream to ensure there is no more than one matching element.
entries() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
The meta-property for the entries property.
entriesToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Creates a Collector that allows a Map.Entry of currency pair to rate to be streamed and collected into a new FxMatrix.
entriesToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable map from a stream containing map entries.
ENTRY_INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The index of this entry within the parent.
ENTRY_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The type of this entry.
EOM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'EOM' roll convention which adjusts the date to the end of the month.
equals(Object) - Method in class com.opengamma.strata.basics.currency.Currency
Checks if this currency equals another currency.
equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Checks if this currency amount equals another.
equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if this currency pair equals another.
equals(Object) - Method in class com.opengamma.strata.basics.currency.FxMatrix
 
equals(Object) - Method in class com.opengamma.strata.basics.currency.FxRate
 
equals(Object) - Method in class com.opengamma.strata.basics.currency.FxRatesArray
 
equals(Object) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
 
equals(Object) - Method in class com.opengamma.strata.basics.currency.Payment
 
equals(Object) - Method in class com.opengamma.strata.basics.date.AdjustableDate
 
equals(Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
equals(Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.date.Tenor
Checks if this tenor equals another tenor.
equals(Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.index.FloatingRateName
 
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
equals(Object) - Method in class com.opengamma.strata.basics.location.Country
Checks if this country equals another country.
equals(Object) - Method in class com.opengamma.strata.basics.market.FxRateId
 
equals(Object) - Method in class com.opengamma.strata.basics.market.FxRateKey
 
equals(Object) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
equals(Object) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
equals(Object) - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData
 
equals(Object) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
equals(Object) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
 
equals(Object) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
equals(Object) - Method in class com.opengamma.strata.basics.schedule.Frequency
Checks if this periodic frequency equals another periodic frequency.
equals(Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
equals(Object) - Method in class com.opengamma.strata.basics.schedule.Schedule
 
equals(Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
equals(Object) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueDerivatives
 
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueStep
 
equals(Object) - Method in class com.opengamma.strata.calc.CalculationRules
 
equals(Object) - Method in class com.opengamma.strata.calc.Column
 
equals(Object) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule
 
equals(Object) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule
 
equals(Object) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
 
equals(Object) - Method in class com.opengamma.strata.calc.config.FunctionConfig
 
equals(Object) - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
 
equals(Object) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
 
equals(Object) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
 
equals(Object) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
 
equals(Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.CalculationResult
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.MissingMappingId
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
 
equals(Object) - Method in class com.opengamma.strata.calc.runner.Results
 
equals(Object) - Method in class com.opengamma.strata.collect.array.DoubleArray
 
equals(Object) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
 
equals(Object) - Method in class com.opengamma.strata.collect.id.StandardId
Checks if this identifier equals another, comparing the scheme and value.
equals(Object) - Method in class com.opengamma.strata.collect.id.StandardLink
 
equals(Object) - Method in class com.opengamma.strata.collect.io.CsvFile
Checks if this CSV file equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.IniFile
Checks if this INI file equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.PropertiesFile
Checks if this file equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.PropertySet
Checks if this property set equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.ResourceLocator
Checks if this locator equals another locator.
equals(Object) - Method in class com.opengamma.strata.collect.io.XmlElement
Checks if this element equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.XmlFile
Checks if this file equals another.
equals(Object) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if this range equals another.
equals(Object) - Method in class com.opengamma.strata.collect.result.Failure
 
equals(Object) - Method in class com.opengamma.strata.collect.result.FailureItem
 
equals(Object) - Method in class com.opengamma.strata.collect.result.Result
 
equals(Object) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Checks if this point is equal to another point.
equals(Object) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.Pair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.Triple
 
equals(Object) - Method in class com.opengamma.strata.collect.type.TypedString
Checks if this type equals another.
equals(Object) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
 
equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlow
 
equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlows
 
equals(Object) - Method in class com.opengamma.strata.market.amount.LegAmounts
 
equals(Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
equals(Object) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
equals(Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveGroup
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveInputs
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveParameterSize
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
equals(Object) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
 
equals(Object) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
 
equals(Object) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
 
equals(Object) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
 
equals(Object) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
 
equals(Object) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
 
equals(Object) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
equals(Object) - Method in class com.opengamma.strata.market.explain.ExplainMap
 
equals(Object) - Method in class com.opengamma.strata.market.id.CurveGroupId
 
equals(Object) - Method in class com.opengamma.strata.market.id.CurveInputsId
 
equals(Object) - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
equals(Object) - Method in class com.opengamma.strata.market.id.IborIndexCurveId
 
equals(Object) - Method in class com.opengamma.strata.market.id.IndexRateId
 
equals(Object) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
 
equals(Object) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
 
equals(Object) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
 
equals(Object) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
 
equals(Object) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
 
equals(Object) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
 
equals(Object) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
 
equals(Object) - Method in class com.opengamma.strata.market.id.QuoteId
 
equals(Object) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
 
equals(Object) - Method in class com.opengamma.strata.market.key.CurveGroupKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.CurveInputsKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.DiscountCurveKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IndexRateKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.QuoteKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
 
equals(Object) - Method in class com.opengamma.strata.market.option.DeltaStrike
 
equals(Object) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
equals(Object) - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
equals(Object) - Method in class com.opengamma.strata.market.option.SimpleStrike
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
equals(Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
equals(Object) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
 
equals(Object) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
 
equals(Object) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
equals(Object) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
equals(Object) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
equals(Object) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
equals(Object) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
equals(Object) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
 
equals(Object) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
 
equals(Object) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
equals(Object) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
equals(Object) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
equals(Object) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
equals(Object) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFuture
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
 
equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
equals(Object) - Method in class com.opengamma.strata.product.cms.Cms
 
equals(Object) - Method in class com.opengamma.strata.product.cms.CmsLeg
 
equals(Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.cms.CmsTrade
 
equals(Object) - Method in class com.opengamma.strata.product.cms.ExpandedCms
 
equals(Object) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg
 
equals(Object) - Method in class com.opengamma.strata.product.credit.Cds
 
equals(Object) - Method in class com.opengamma.strata.product.credit.CdsTrade
 
equals(Object) - Method in class com.opengamma.strata.product.credit.ExpandedCds
 
equals(Object) - Method in class com.opengamma.strata.product.credit.FeeLeg
 
equals(Object) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
 
equals(Object) - Method in class com.opengamma.strata.product.credit.PeriodicPayments
 
equals(Object) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
 
equals(Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
equals(Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.equity.Equity
 
equals(Object) - Method in class com.opengamma.strata.product.equity.EquityTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fra.ExpandedFra
 
equals(Object) - Method in class com.opengamma.strata.product.fra.Fra
 
equals(Object) - Method in class com.opengamma.strata.product.fra.FraTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
equals(Object) - Method in class com.opengamma.strata.product.future.GenericFuture
 
equals(Object) - Method in class com.opengamma.strata.product.future.GenericFutureOption
 
equals(Object) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.future.GenericFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
 
equals(Object) - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxNdf
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxSingle
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxSwap
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOption
 
equals(Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFuture
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOption
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
equals(Object) - Method in class com.opengamma.strata.product.payment.BulletPayment
 
equals(Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
equals(Object) - Method in class com.opengamma.strata.product.rate.FixedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
equals(Object) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.IborRateObservation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.product.SecurityLink
 
equals(Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
 
equals(Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ExpandedSwap
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FxReset
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
equals(Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
 
equals(Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
equals(Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
equals(Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
equals(Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
equals(Object) - Method in class com.opengamma.strata.product.swap.StubCalculation
 
equals(Object) - Method in class com.opengamma.strata.product.swap.Swap
 
equals(Object) - Method in class com.opengamma.strata.product.swap.SwapTrade
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.CashSettlement
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.Swaption
 
equals(Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
equals(Object) - Method in class com.opengamma.strata.product.TradeInfo
 
equals(Object) - Method in class com.opengamma.strata.product.UnitSecurity
 
equals(Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
equals(Object) - Method in class com.opengamma.strata.report.framework.format.FormatSettings
 
equals(Object) - Method in class com.opengamma.strata.report.ReportCalculationResults
 
equals(Object) - Method in class com.opengamma.strata.report.ReportRequirements
 
equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReport
 
equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
equalWithTolerance(DoubleArray, double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Checks if this array equals another within the specified tolerance.
equalWithTolerance(CurveCurrencyParameterSensitivities, double) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Checks if this sensitivity equals another within the specified tolerance.
equalWithTolerance(CurveUnitParameterSensitivities, double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Checks if this sensitivity equals another within the specified tolerance.
equalWithTolerance(PointSensitivities, double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Checks if this sensitivity equals another within the specified tolerance.
equalZeroWithTolerance(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Checks if this array equals zero within the specified tolerance.
Equity - Class in com.opengamma.strata.product.equity
An equity share of a company.
Equity.Builder - Class in com.opengamma.strata.product.equity
The bean-builder for Equity.
Equity.Meta - Class in com.opengamma.strata.product.equity
The meta-bean for Equity.
EquityProduct - Interface in com.opengamma.strata.product.equity
A product representing an equity share of a company.
EquityTrade - Class in com.opengamma.strata.product.equity
A trade representing the purchase or sale of an equity.
EquityTrade.Builder - Class in com.opengamma.strata.product.equity
The bean-builder for EquityTrade.
EquityTrade.Meta - Class in com.opengamma.strata.product.equity
The meta-bean for EquityTrade.
ES - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'ES' - Spain.
EU - Static variable in class com.opengamma.strata.basics.location.Country
The region of 'EU' - Europe (special status in ISO-3166).
EUR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'EUR' - Euro.
EUR_AI_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for Europe, "Non-revised Harmonised Index of Consumer Prices All Items".
EUR_CHF_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to CHF, as defined by the European Central Bank "Euro foreign exchange reference rates".
EUR_DEPOSIT - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'EUR-Deposit' term deposit convention with T+2 settlement date.
EUR_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'EUR-Deposit-T' term deposit convention with T+0 settlement date, used mainly for O/N deposits.
EUR_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'EUR-Deposit-T' term deposit convention with T+1 settlement date, used mainly for T/N deposits
EUR_EONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The EONIA index for EUR.
EUR_EURIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 10 years.
EUR_EURIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 12 years.
EUR_EURIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 15 years.
EUR_EURIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 1 year.
EUR_EURIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 20 years.
EUR_EURIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 25 years.
EUR_EURIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 2 years.
EUR_EURIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 30 years.
EUR_EURIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 3 years.
EUR_EURIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 4 years.
EUR_EURIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 5 years.
EUR_EURIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 6 years.
EUR_EURIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 7 years.
EUR_EURIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 8 years.
EUR_EURIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1100 for tenor of 9 years.
EUR_EURIBOR_1200_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 10 years.
EUR_EURIBOR_1200_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 12 years.
EUR_EURIBOR_1200_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 15 years.
EUR_EURIBOR_1200_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 1 year.
EUR_EURIBOR_1200_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 20 years.
EUR_EURIBOR_1200_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 25 years.
EUR_EURIBOR_1200_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 2 years.
EUR_EURIBOR_1200_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 30 years.
EUR_EURIBOR_1200_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 3 years.
EUR_EURIBOR_1200_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 4 years.
EUR_EURIBOR_1200_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 5 years.
EUR_EURIBOR_1200_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 6 years.
EUR_EURIBOR_1200_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 7 years.
EUR_EURIBOR_1200_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 8 years.
EUR_EURIBOR_1200_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
EUR Rates 1200 for tenor of 9 years.
EUR_EURIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month EURIBOR index.
EUR_EURIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month EURIBOR index.
EUR_EURIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week EURIBOR index.
EUR_EURIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month EURIBOR index.
EUR_EURIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 week EURIBOR index.
EUR_EURIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month EURIBOR index.
EUR_EURIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
The 'EUR-EURIBOR-3M-USD-LIBOR-3M' swap convention.
EUR_EURIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month EURIBOR index.
EUR_EURIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 9 month EURIBOR index.
EUR_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
The 'EUR-European' CDS convention.
EUR_FIXED_1Y_EONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'EUR-FIXED-1Y-EONIA_OIS' swap convention.
EUR_FIXED_1Y_EURIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'EUR-FIXED-1Y-EURIBOR-3M' swap convention.
EUR_FIXED_1Y_EURIBOR_3M_EURIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConventions
The 'EUR-FIXED-1Y-EURIBOR-3M-EURIBOR-6M' swap convention.
EUR_FIXED_1Y_EURIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'EUR-FIXED-1Y-EURIBOR-6M' swap convention.
EUR_FIXED_TERM_EONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'EUR-FIXED-TERM-EONIA-OIS' swap convention.
EUR_GBP_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to GBP, as defined by the European Central Bank "Euro foreign exchange reference rates".
EUR_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions
The 'EUR-ISDA' curve.
EUR_JPY_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to JPY, as defined by the European Central Bank "Euro foreign exchange reference rates".
EUR_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for EUR.
EUR_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for EUR.
EUR_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for EUR.
EUR_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for EUR.
EUR_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for EUR.
EUR_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for EUR.
EUR_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
The "EUR/USD" FX Swap convention.
EUR_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
EUR/USD convention with 2 days spot date.
EUR_USD_ECB - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to USD, as defined by the European Central Bank "Euro foreign exchange reference rates".
EUR_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to GBP, as defined by the WM company "Closing Spot rates".
EUTA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
The holiday calendar for the European Union TARGET system, with code 'EUTA'.
evaluate(Bean, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
 
evaluate(CurrencyAmount, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
 
evaluate(CurveCurrencyParameterSensitivities, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator
 
evaluate(CurveCurrencyParameterSensitivity, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator
 
evaluate(Iterable<?>, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
 
evaluate(Map<?, ?>, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
 
evaluate(T, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
Evaluates a token against a given object.
evaluate(Trade, String, List<String>) - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
 
evaluate(String, ReportCalculationResults) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator
Evaluates a value path against a set of results, returning the resolved result for each trade.
EvaluationResult - Class in com.opengamma.strata.report.framework.expression
The result of a TokenEvaluator evaluating an expression against an object.
eventsPerYear() - Method in class com.opengamma.strata.basics.schedule.Frequency
Calculates the number of events that occur in a year.
exactDivide(Frequency) - Method in class com.opengamma.strata.basics.schedule.Frequency
Exactly divides this frequency by another.
EXCEPTION - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
Extrapolator that throws an exception if extrapolation is attempted.
exCouponPeriod(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets ex-coupon period.
exCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the exCouponPeriod property.
execute(CalculationTarget, CalculationMarketData) - Method in class com.opengamma.strata.calc.config.MissingConfigCalculationFunction
 
execute(CalculationEnvironment) - Method in class com.opengamma.strata.calc.runner.CalculationTask
Performs calculations for the target using multiple sets of market data.
execute(T, CalculationMarketData) - Method in interface com.opengamma.strata.calc.runner.function.CalculationMultiFunction
Calculates values of multiple measures for the target using multiple sets of market data.
execute(T, CalculationMarketData) - Method in interface com.opengamma.strata.calc.runner.function.CalculationSingleFunction
Calculates a value for the target using multiple sets of market data.
execute(T, CalculationMarketData, Map<Measure, Set<Currency>>) - Method in interface com.opengamma.strata.calc.runner.function.CurrencyAwareCalculationMultiFunction
Calculates values of multiple measures for the target using multiple sets of market data and converts them into each of the reporting currencies.
execute(T, CalculationMarketData, Set<Currency>) - Method in interface com.opengamma.strata.calc.runner.function.CurrencyAwareCalculationSingleFunction
Calculates a value for the target using multiple sets of market data and converts it into each of the reporting currencies.
execute(CdsTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
 
execute(CdsTrade, SingleCalculationMarketData) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
 
execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
 
execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsCs01BucketedHazardFunction
 
execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsCs01BucketedParFunction
 
execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsCs01ParallelHazardFunction
 
execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsCs01ParallelParFunction
 
execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsIr01BucketedParFunction
 
execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsIr01BucketedZeroFunction
 
execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsIr01ParallelParFunction
 
execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsIr01ParallelZeroFunction
 
execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsJumpToDefaultFunction
 
execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsParRateFunction
 
execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsPvFunction
 
execute(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.function.calculation.credit.CdsRecovery01Function
 
execute(TermDepositTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.deposit.AbstractTermDepositFunction
 
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.calculation.deposit.AbstractTermDepositFunction
 
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositBucketedPv01Function
 
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositParRateFunction
 
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositParSpreadFunction
 
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositPv01Function
 
execute(TermDepositTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositPv01Function
 
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.calculation.deposit.TermDepositPvFunction
 
execute(FraTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.fra.AbstractFraFunction
 
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fra.AbstractFraFunction
 
execute(FraTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.fra.FraBucketedGammaPv01Function
 
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fra.FraBucketedGammaPv01Function
 
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fra.FraBucketedPv01Function
 
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fra.FraExplainPvFunction
 
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fra.FraParRateFunction
 
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fra.FraParSpreadFunction
 
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fra.FraPv01Function
 
execute(FraTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.fra.FraPv01Function
 
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fra.FraPvFunction
 
execute(GenericFutureTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction
 
execute(GenericFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction
 
execute(GenericFutureOptionTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction
 
execute(GenericFutureOptionTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction
 
execute(GenericFutureOptionTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.future.GenericFutureOptionPvFunction
 
execute(GenericFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.future.GenericFuturePvFunction
 
execute(FxNdfTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxNdfFunction
 
execute(ExpandedFxNdf, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxNdfFunction
 
execute(FxSingleTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSingleFunction
 
execute(ExpandedFxSingle, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSingleFunction
 
execute(FxSwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSwapFunction
 
execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSwapFunction
 
execute(ExpandedFxNdf, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxNdfBucketedPv01Function
 
execute(ExpandedFxNdf, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxNdfCurrencyExposureFunction
 
execute(ExpandedFxNdf, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxNdfForwardFxRateFunction
 
execute(ExpandedFxNdf, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxNdfPv01Function
 
execute(ExpandedFxNdf, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxNdfPvFunction
 
execute(ExpandedFxSingle, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSingleBucketedPv01Function
 
execute(ExpandedFxSingle, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSingleCurrencyExposureFunction
 
execute(ExpandedFxSingle, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSingleForwardFxRateFunction
 
execute(ExpandedFxSingle, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSingleParSpreadFunction
 
execute(ExpandedFxSingle, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSinglePv01Function
 
execute(ExpandedFxSingle, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSinglePvFunction
 
execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSwapBucketedPv01Function
 
execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSwapCurrencyExposureFunction
 
execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSwapParSpreadFunction
 
execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSwapPv01Function
 
execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.fx.FxSwapPvFunction
 
execute(FxNdfTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.fx.MultiCurrencyAmountFxNdfFunction
 
execute(FxSingleTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.fx.MultiCurrencyAmountFxSingleFunction
 
execute(FxSwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.fx.MultiCurrencyAmountFxSwapFunction
 
execute(IborFutureTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.index.AbstractIborFutureFunction
 
execute(IborFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.index.AbstractIborFutureFunction
 
execute(IborFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.index.IborFutureBucketedPv01Function
 
execute(IborFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.index.IborFutureParSpreadFunction
 
execute(IborFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.index.IborFuturePv01Function
 
execute(IborFutureTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.index.IborFuturePv01Function
 
execute(IborFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.index.IborFuturePvFunction
 
execute(BulletPaymentTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.payment.AbstractBulletPaymentFunction
 
execute(Payment, RatesProvider) - Method in class com.opengamma.strata.function.calculation.payment.AbstractBulletPaymentFunction
 
execute(Payment, RatesProvider) - Method in class com.opengamma.strata.function.calculation.payment.BulletPaymentBucketedPv01Function
 
execute(Payment, RatesProvider) - Method in class com.opengamma.strata.function.calculation.payment.BulletPaymentPv01Function
 
execute(BulletPaymentTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.payment.BulletPaymentPv01Function
 
execute(Payment, RatesProvider) - Method in class com.opengamma.strata.function.calculation.payment.BulletPaymentPvFunction
 
execute(DeliverableSwapFutureTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.swap.AbstractDeliverableSwapFutureFunction
 
execute(DeliverableSwapFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.swap.AbstractDeliverableSwapFutureFunction
 
execute(SwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.swap.AbstractSwapFunction
 
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.swap.AbstractSwapFunction
 
execute(DeliverableSwapFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFutureBucketedPv01Function
 
execute(DeliverableSwapFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFuturePv01Function
 
execute(DeliverableSwapFutureTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFuturePv01Function
 
execute(DeliverableSwapFutureTrade, MarketData) - Method in class com.opengamma.strata.function.calculation.swap.DeliverableSwapFuturePvFunction
 
execute(SwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.swap.MultiCurrencyAmountSwapFunction
 
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.swap.SwapAccruedInterestFunction
 
execute(SwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.swap.SwapBucketedGammaPv01Function
 
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.swap.SwapBucketedGammaPv01Function
 
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.swap.SwapBucketedPv01Function
 
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.swap.SwapExplainPvFunction
 
execute(SwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.swap.SwapLegNotionalFunction
 
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.swap.SwapLegPvFunction
 
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.swap.SwapParRateFunction
 
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.swap.SwapPv01Function
 
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.swap.SwapPvFunction
 
execute(SwaptionTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.swaption.AbstractSwaptionFunction
 
execute(ExpandedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.function.calculation.swaption.AbstractSwaptionFunction
 
execute(ExpandedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.function.calculation.swaption.SwaptionPvFunction
 
expand() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
 
expand() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
expand() - Method in class com.opengamma.strata.product.cms.Cms
 
expand() - Method in class com.opengamma.strata.product.cms.CmsLeg
Expand CMS leg.
expand() - Method in class com.opengamma.strata.product.cms.ExpandedCms
 
expand() - Method in class com.opengamma.strata.product.credit.Cds
Expands this CDS.
expand() - Method in class com.opengamma.strata.product.credit.ExpandedCds
Expands this CDS, trivially returning this.
expand() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
Expands this term deposit, trivially returning this.
expand() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
Expands this term deposit, trivially returning this.
expand() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Expands this Ibor fixing deposit.
expand() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Expands this term deposit.
expand() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in interface com.opengamma.strata.product.Expandable
Expands this Object.
expand() - Method in class com.opengamma.strata.product.fra.ExpandedFra
Expands this FRA, trivially returning this.
expand() - Method in class com.opengamma.strata.product.fra.Fra
Expands this FRA.
expand() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
Expands this forward, trivially returning this.
expand() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
Expands this transaction, trivially returning this.
expand() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap
Expands this FX swap, trivially returning this.
expand() - Method in class com.opengamma.strata.product.fx.FxNdf
Expands this FX forward into an ExpandedFxNdf.
expand() - Method in class com.opengamma.strata.product.fx.FxSingle
Expands this FX into an ExpandedFx.
expand() - Method in class com.opengamma.strata.product.fx.FxSwap
Expands this FX swap into ExpandedFxSwap.
expand() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Expands this FX option, trivially returning this.
expand() - Method in class com.opengamma.strata.product.swap.ExpandedSwap
Expands this swap, trivially returning this.
expand() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
Expands this swap leg, trivially returning this.
expand(Schedule, Schedule) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
expand(Schedule, Schedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
expand(Schedule, Schedule) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
expand() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Converts this swap leg to the equivalent ExpandedSwapLeg.
expand(Schedule, Schedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
expand(Schedule, Schedule) - Method in interface com.opengamma.strata.product.swap.RateCalculation
Expands this calculation to accrual periods based on the specified schedule.
expand() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Converts this swap leg to the equivalent ExpandedSwapLeg.
expand() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Converts this swap leg to the equivalent ExpandedSwapLeg.
expand() - Method in class com.opengamma.strata.product.swap.Swap
Expands this swap.
expand() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Expands this swap leg.
expand() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
Expands this option, trivially returning this.
expand() - Method in class com.opengamma.strata.product.swaption.Swaption
Expands underlying swap.
Expandable<T> - Interface in com.opengamma.strata.product
An object that can be expanded for pricing.
ExpandedCds - Class in com.opengamma.strata.product.credit
Representation of the CdsProduct that is normalized for submitting to a pricer
ExpandedCds(ExpandedCds.Builder) - Constructor for class com.opengamma.strata.product.credit.ExpandedCds
Restricted constructor.
ExpandedCds.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for ExpandedCds.
ExpandedCds.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for ExpandedCds.
ExpandedCms - Class in com.opengamma.strata.product.cms
An expanded constant maturity swap (CMS) or CMS cap/floor, with dates calculated ready for pricing.
ExpandedCms.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for ExpandedCms.
ExpandedCmsLeg - Class in com.opengamma.strata.product.cms
An expanded CMS leg of a constant maturity swap (CMS) product, with dates calculated ready for pricing.
ExpandedCmsLeg.Builder - Class in com.opengamma.strata.product.cms
The bean-builder for ExpandedCmsLeg.
ExpandedCmsLeg.Meta - Class in com.opengamma.strata.product.cms
The meta-bean for ExpandedCmsLeg.
ExpandedFixedCouponBond - Class in com.opengamma.strata.product.bond
An expanded fixed coupon bond.
ExpandedFixedCouponBond.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for ExpandedFixedCouponBond.
ExpandedFixedCouponBond.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for ExpandedFixedCouponBond.
ExpandedFra - Class in com.opengamma.strata.product.fra
An expanded forward rate agreement (FRA), with dates calculated ready for pricing.
ExpandedFra.Builder - Class in com.opengamma.strata.product.fra
The bean-builder for ExpandedFra.
ExpandedFra.Meta - Class in com.opengamma.strata.product.fra
The meta-bean for ExpandedFra.
ExpandedFxNdf - Class in com.opengamma.strata.product.fx
An expanded Non-Deliverable Forward (NDF), the low level representation of an NDF.
ExpandedFxNdf.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for ExpandedFxNdf.
ExpandedFxNdf.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ExpandedFxNdf.
ExpandedFxSingle - Class in com.opengamma.strata.product.fx
An expanded single FX transaction, the low level representation of a simple foreign exchange.
ExpandedFxSingle.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ExpandedFxSingle.
ExpandedFxSwap - Class in com.opengamma.strata.product.fx
An expanded FX swap transaction, the low level representation of an FX swap.
ExpandedFxSwap.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for ExpandedFxSwap.
ExpandedIborFixingDeposit - Class in com.opengamma.strata.product.deposit
An Ibor fixing deposit.
ExpandedIborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for ExpandedIborFixingDeposit.
ExpandedIborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for ExpandedIborFixingDeposit.
ExpandedSwap - Class in com.opengamma.strata.product.swap
An expanded rate swap, with dates calculated ready for pricing.
ExpandedSwap.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ExpandedSwap.
ExpandedSwap.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ExpandedSwap.
ExpandedSwapLeg - Class in com.opengamma.strata.product.swap
An expanded swap leg, with dates calculated ready for pricing.
ExpandedSwapLeg.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ExpandedSwapLeg.
ExpandedSwapLeg.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ExpandedSwapLeg.
ExpandedSwaption - Class in com.opengamma.strata.product.swaption
An expanded option on an underlying swap.
ExpandedSwaption.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for ExpandedSwaption.
ExpandedSwaption.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for ExpandedSwaption.
ExpandedTermDeposit - Class in com.opengamma.strata.product.deposit
An expanded term deposit, with information calculated ready for pricing.
ExpandedTermDeposit.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for ExpandedTermDeposit.
ExpandedTermDeposit.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for ExpandedTermDeposit.
expandToPayment() - Method in class com.opengamma.strata.product.payment.BulletPayment
Expands this bullet payment into a Payment.
expiry() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
The meta-property for the expiry property.
expiry() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the expiry property.
expiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
The meta-property for the expiry property.
expiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
The meta-property for the expiry property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder
Sets the expiry date, optional.
expiryDate() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
Sets the expiry date, optional.
expiryDate() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta
The meta-property for the expiryDate property.
expiryDate(AdjustableDate) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets the expiry date of the option.
expiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the expiryDate property.
expiryDateTime() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
The meta-property for the expiryDateTime property.
expiryMonth(YearMonth) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder
Sets the expiry month.
expiryMonth() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta
The meta-property for the expiryMonth property.
expiryMonth(YearMonth) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
Sets the expiry month.
expiryMonth() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
The meta-property for the expiryMonth property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets the expiry time of the option.
expiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the expiryTime property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets the time-zone of the expiry time.
expiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the expiryZone property.
EXPLAIN_PRESENT_VALUE - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing a break-down of the present value calculation on the target.
ExplainKey<T> - Class in com.opengamma.strata.market.explain
A key for the map of explanatory values.
ExplainMap - Class in com.opengamma.strata.market.explain
A map of explanatory values.
ExplainMap.Meta - Class in com.opengamma.strata.market.explain
The meta-bean for ExplainMap.
ExplainMapBuilder - Class in com.opengamma.strata.market.explain
A builder for the map of explanatory values.
explainPresentValue(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Explains the present value of the FRA product.
explainPresentValue(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Explains the present value of the swap product.
explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
Explains the present value of a single payment event.
explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Explains the present value of a single payment period.
explainRate(T, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.rate.RateObservationFn
Explains the calculation of the applicable rate.
explanationString() - Method in class com.opengamma.strata.market.explain.ExplainMap
Gets the explanation as a string.
EXPONENTIAL - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
Exponential extrapolator.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.DateSequence
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.DayCount
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.HolidayCalendar
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.FxIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.IborIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
Gets the extended enum helper.
ExtendedEnum<T extends Named> - Class in com.opengamma.strata.collect.named
Manager for extended enums controlled by code or configuration.
extendedEnum() - Static method in interface com.opengamma.strata.loader.fpml.FpmlTradeParser
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.market.interpolator.CurveExtrapolator
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.market.interpolator.CurveInterpolator
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.SwapIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the extended enum helper.
ExtendedEnum.ExternalEnumNames<T extends Named> - Class in com.opengamma.strata.collect.named
Maps names used by external systems to the standard name used here.
externalNameGroups() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Returns the set of groups that have external names defined.
externalNames() - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
Returns the complete map of external name to standard name.
externalNames(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Returns the mapping of external names to standard names for a group.
extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the extrapolator for x-values on the left, defaulted to 'Flat".
extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the extrapolatorLeft property.
extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the extrapolator used to find points to the left of the leftmost point on the curve.
extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the extrapolatorLeft property.
extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the extrapolator for x-values on the right, defaulted to 'Flat".
extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the extrapolatorRight property.
extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the extrapolator used to find points to the right of the rightmost point on the curve.
extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the extrapolatorRight property.

F

Failure - Class in com.opengamma.strata.collect.result
Description of a failed result.
failure(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result specifying the failure reason.
failure(Exception) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result caused by an exception.
failure(Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result caused by an exception.
failure(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result caused by an exception with a specified reason.
failure(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result caused by an exception with a specified reason and message.
failure(Result<?>) - Static method in class com.opengamma.strata.collect.result.Result
Returns a failed result from another failed result.
failure(Result<?>, Result<?>, Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result combining multiple failed results.
failure(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result combining multiple failed results.
failure(Failure) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result containing a failure.
failure() - Method in class com.opengamma.strata.collect.result.Result.Meta
The meta-property for the failure property.
failure(String, Object...) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
Creates a result for an unsuccessful evaluation of an expression.
Failure.Meta - Class in com.opengamma.strata.collect.result
The meta-bean for Failure.
FailureException - Exception in com.opengamma.strata.collect.result
An exception thrown when a failure Result is encountered and the failure can't be handled.
FailureException(Failure) - Constructor for exception com.opengamma.strata.collect.result.FailureException
Returns an exception wrapping a failure that couldn't be handled.
FailureItem - Class in com.opengamma.strata.collect.result
Details of a single failed item in a failure.
FailureItem.Meta - Class in com.opengamma.strata.collect.result
The meta-bean for FailureItem.
FailureReason - Enum in com.opengamma.strata.collect.result
Represents the reason why failure occurred.
farForwardPointsKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
Sets the key identifying the market data value which provides the FX forward points.
farForwardPointsKey() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
The meta-property for the farForwardPointsKey property.
farLeg() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta
The meta-property for the farLeg property.
farLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
The meta-property for the farLeg property.
FeedIdMapping - Interface in com.opengamma.strata.calc.marketdata.mapping
Provides mappings from ObservableId instances requested by calculations to ID instances that are suitable for querying a market data feed to get the market data.
feeLeg(FeeLeg) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the fee leg.
feeLeg() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the feeLeg property.
FeeLeg - Class in com.opengamma.strata.product.credit
The fee leg of a credit default swap (CDS).
FeeLeg.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for FeeLeg.
FeeLeg.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for FeeLeg.
FI - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'FI' - Finland.
field(int, String) - Method in class com.opengamma.strata.collect.io.CsvFile
Gets a single field value from a row by column header.
FieldName - Class in com.opengamma.strata.basics.market
The name of a field in a market data record.
fieldName() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
The meta-property for the fieldName property.
fieldName() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
The meta-property for the fieldName property.
fieldName() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
The meta-property for the fieldName property.
fieldName() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
The meta-property for the fieldName property.
FILE_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
The prefix for file resource locators.
filled(int) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance with all entries equal to the zero.
filled(int, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance with all entries equal to the same value.
filled(int, int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance with all entries equal to the zero.
filled(int, int, double) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance with all entries equal to the same value.
filter(MarketDataRequirements) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Returns a new market environment built from the data in this environment but only including data specified in the requirements.
filter(MarketDataFilter<T, ?>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
Sets the filter that decides whether the perturbation should be applied to a piece of market data.
filter() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
The meta-property for the filter property.
filter(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Create a new time-series by filtering this one.
finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the flag indicating whether to exchange the final notional.
finalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the finalExchange property.
finalExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the flag indicating whether to exchange the final notional.
finalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the finalExchange property.
finalStub(StubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the rate to be used in final stub, optional.
finalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the finalStub property.
FinanceTrade - Interface in com.opengamma.strata.product
A trade with additional structured information.
find(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Finds an instance by name.
findAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement
Finds an attribute by name, or empty if not found.
findAttribute(String) - Method in interface com.opengamma.strata.product.Attributable
Finds the value of an attribute by key.
findChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement
Finds the child element with the specified name, or empty if not found, throwing an exception if more than one.
findCurve(CurveName) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Finds the curve with the specified name.
findCurveDefinition(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Finds the definition for the curve with the specified name.
findDiscountCurve(Currency) - Method in class com.opengamma.strata.market.curve.CurveGroup
Finds the discount curve for the currency if there is one in the group.
findEntry(CurveName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Finds the entry for the curve with the specified name.
findForwardCurve(Index) - Method in class com.opengamma.strata.market.curve.CurveGroup
Finds the forward curve for the index if there is one in the group.
findIndex(String) - Static method in class com.opengamma.strata.loader.LoaderUtils
Attempts to locate a rate index by reference name.
findInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Finds curve information of a specific type.
findInfo(CurveInfoType<T>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
findPaymentPeriod(LocalDate) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
Finds the payment period applicable on the specified date.
findSensitivity(CurveName, Currency) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Finds a single sensitivity instance by name and currency.
findSensitivity(CurveName) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Finds a single sensitivity instance by name.
findSensitivity(SurfaceName, Currency) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Finds a single sensitivity instance by name and currency.
findTyped(ReferenceDataId) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
findTyped(ReferenceDataId) - Method in interface com.opengamma.strata.basics.market.ReferenceData
Finds the typed reference data for the specified identifier.
findValue(Class<T>) - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData
 
findValue(ReferenceDataId, Class<T>) - Method in interface com.opengamma.strata.basics.market.ReferenceData
Finds the reference data value for the specified identifier and type.
findValue(Class<T>) - Method in interface com.opengamma.strata.basics.market.TypedReferenceData
Finds the reference data value for the specified type.
first() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
The meta-property for the first property.
firstDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the first delivery date.
firstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the firstDeliveryDate property.
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.Curve
Computes the first derivative of the curve.
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
firstDerivative(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator
Computes the first derivative of the y-value for the specified x-value.
firstNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the first notice date.
firstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the firstNoticeDate property.
firstRegularRate(Double) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the first rate of the first regular reset period, optional.
firstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the firstRegularRate property.
firstRegularStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional start date of the first regular schedule period, which is the end date of the initial stub.
firstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the firstRegularStartDate property.
FIXED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The fixed rate, as defined in the contract.
FixedCouponBond - Class in com.opengamma.strata.product.bond
A fixed coupon bond.
FixedCouponBond.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for FixedCouponBond.
FixedCouponBond.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for FixedCouponBond.
FixedCouponBondPaymentPeriod - Class in com.opengamma.strata.product.bond
A period over which a fixed coupon is paid.
FixedCouponBondPaymentPeriod.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for FixedCouponBondPaymentPeriod.
FixedCouponBondPaymentPeriod.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for FixedCouponBondPaymentPeriod.
FixedCouponBondProduct - Interface in com.opengamma.strata.product.bond
A fixed coupon bond.
FixedCouponBondTrade - Class in com.opengamma.strata.product.bond
A trade representing a fixed coupon bond.
FixedCouponBondTrade.Builder - Class in com.opengamma.strata.product.bond
The bean-builder for FixedCouponBondTrade.
FixedCouponBondTrade.Meta - Class in com.opengamma.strata.product.bond
The meta-bean for FixedCouponBondTrade.
fixedCurrency(Currency) - Static method in interface com.opengamma.strata.calc.config.ReportingRules
Returns a rule that always returns the same reporting currency.
fixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
The meta-property for the fixedCurve property.
FixedIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for Fixed-Ibor swap trades.
FixedIborSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard Fixed-Ibor swap conventions.
FixedIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a Fixed-Ibor interest rate swap.
FixedIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for FixedIborSwapCurveNode.
FixedIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for FixedIborSwapCurveNode.
FixedIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating Fixed-Ibor swap trades.
FixedIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for FixedIborSwapTemplate.
FixedIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for FixedIborSwapTemplate.
fixedLeg(ExpandedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Checks that there is exactly one fixed leg and returns it.
fixedLeg(ExpandedSwap) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Checks that there is exactly one fixed leg and returns it.
fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
Sets the market convention of the fixed leg.
fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
The meta-property for the fixedLeg property.
fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
Sets the market convention of the fixed leg.
fixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
The meta-property for the fixedLeg property.
FixedOvernightSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for Fixed-Overnight swap trades.
FixedOvernightSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard Fixed-Overnight swap conventions.
FixedOvernightSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a Fixed-Overnight interest rate swap.
FixedOvernightSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for FixedOvernightSwapCurveNode.
FixedOvernightSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for FixedOvernightSwapCurveNode.
FixedOvernightSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating Fixed-Overnight swap trades.
FixedOvernightSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for FixedOvernightSwapTemplate.
FixedOvernightSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for FixedOvernightSwapTemplate.
fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the fixed coupon rate.
fixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
Sets the fixed rate of interest.
fixedRate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the fixed interest rate to be paid.
fixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
Sets the fixed rate of interest.
fixedRate() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the fixed rate of interest.
fixedRate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the fixedRate property.
fixedRate(Double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
Sets the fixed rate for the fixing date, optional.
fixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
The meta-property for the fixedRate property.
fixedRate(Double) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
Sets the fixed rate to use in the stub.
fixedRate() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
The meta-property for the fixedRate property.
FixedRateCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of a fixed rate swap leg.
FixedRateCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for FixedRateCalculation.
FixedRateCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FixedRateCalculation.
FixedRateObservation - Class in com.opengamma.strata.product.rate
Defines a known fixed rate of interest.
FixedRateObservation.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for FixedRateObservation.
FixedRateObservation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for FixedRateObservation.
FixedRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
A market convention for the fixed leg of rate swap trades.
FixedRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for FixedRateSwapLegConvention.
FixedRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for FixedRateSwapLegConvention.
FIXING_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The fixing date.
fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
Sets the calendar that determines which dates are fixing dates.
fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
The meta-property for the fixingCalendar property.
fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the calendar that determines which dates are fixing dates.
fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the fixingCalendar property.
fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the calendar that the index uses.
fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the fixingCalendar property.
fixingDate() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
The meta-property for the fixingDate property.
fixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the fixingDate property.
fixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
The meta-property for the fixingDate property.
fixingDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
The meta-property for the fixingDate property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the date of the index fixing.
fixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the fixingDate property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
Sets the fixing date to use to determine a rate for the reset period.
fixingDate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
The meta-property for the fixingDate property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder
Sets the date of the index fixing.
fixingDate() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
The meta-property for the fixingDate property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder
Sets the date of the index fixing.
fixingDate() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
The meta-property for the fixingDate property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
Sets the date of the FX reset fixing.
fixingDate() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
The meta-property for the fixingDate property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
Sets the date of the FX reset fixing.
fixingDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
The meta-property for the fixingDate property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the adjustment applied to the effective date to obtain the fixing date.
fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the offset of the fixing date from each adjusted reset date.
fixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the offset of the fixing date from the start date.
fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the offset of the fixing date from the start date, optional with defaulting getter.
fixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the offset of the fixing date from the start date.
fixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the offset of the fixing date from the start date, optional with defaulting getter.
fixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
Sets the offset of the FX reset fixing date from each adjusted accrual date.
fixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the offset of the fixing date from each adjusted reset date.
fixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the offset of the fixing date from each adjusted reset date.
fixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the fixingDateOffset property.
FixingRelativeTo - Enum in com.opengamma.strata.product.swap
The base date that each rate fixing is made relative to.
fixingRelativeTo(FxResetFixingRelativeTo) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
Sets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.
fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
The meta-property for the fixingRelativeTo property.
fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the fixingRelativeTo property.
fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the base date that each fixing is made relative to, optional with defaulting getter.
fixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the fixingRelativeTo property.
fixings() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
The meta-property for the fixings property.
fixings() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
The meta-property for the fixings property.
fixings() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
The meta-property for the fixings property.
fixings() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
The meta-property for the fixings property.
fixings(List<IborAveragedFixing>) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder
Sets the list of fixings.
fixings(IborAveragedFixing...) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder
Sets the fixings property in the builder from an array of objects.
fixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
The meta-property for the fixings property.
FixingSeriesCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of historical fixing series into memory from CSV resources.
FLAT - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
Flat extrapolator.
flatCombine(Iterable<? extends Result<T>>, Function<Stream<T>, Result<R>>) - Static method in class com.opengamma.strata.collect.result.Result
Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes.
flatFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the market convention of the floating leg that does not have the spread applied.
flatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the flatFloatingLeg property.
flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
Sets the market convention of the floating leg that does not have the spread applied.
flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
The meta-property for the flatLeg property.
flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
Sets the market convention of the floating leg that does not have the spread applied.
flatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
The meta-property for the flatLeg property.
flatMap(Function<? super T, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result
Processes a successful result by applying a function that returns another result.
floatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
Sets the market convention of the floating leg.
floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
The meta-property for the floatingLeg property.
floatingLeg(OvernightRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
Sets the market convention of the floating leg.
floatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
The meta-property for the floatingLeg property.
floatingRate(IborRateObservation) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
Sets the floating rate of interest.
floatingRate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
The meta-property for the floatingRate property.
floatingRate(RateObservation) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
Sets the floating rate of interest.
floatingRate() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
The meta-property for the floatingRate property.
FloatingRateName - Class in com.opengamma.strata.basics.index
A floating rate index name, such as Libor, Euribor or US Fed Fund.
FloatingRateName.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for FloatingRateName.
FloatingRateType - Enum in com.opengamma.strata.basics.index
The type of a floating rate index.
floorlet(Double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the optional floorlet strike.
floorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the floorlet property.
floorSchedule(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the optional floor schedule.
floorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the floorSchedule property.
FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'Following' convention which adjusts to the next business day.
forEach(IntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleArray
Applies an action to each value in the array.
forEach(IntIntDoubleConsumer) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Applies an action to each value in the matrix.
forEach(ObjDoubleConsumer<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Applies an action to each pair in the time series.
FORECAST_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The forecast value.
forecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
The meta-property for the forecastValue property.
forecastValue(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the forecast value of the FRA product.
forecastValue(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the forecast value of the FRA trade.
forecastValue(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the forecast value of the swap leg.
forecastValue(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the forecast value of the swap product.
forecastValue(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the forecast value of the swap trade.
forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
Calculates the forecast value of a single payment event.
forecastValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Calculates the forecast value of a single payment period.
forecastValueSensitivity(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the forecast value sensitivity of the FRA product.
forecastValueSensitivity(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the forecast value sensitivity of the FRA trade.
forecastValueSensitivity(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the forecast value sensitivity of the swap leg.
forecastValueSensitivity(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the forecast value sensitivity of the swap product.
forecastValueSensitivity(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the forecast value sensitivity of the swap trade.
forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
Calculates the forecast value sensitivity of a single payment event.
forecastValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Calculates the forecast value sensitivity of a single payment period.
format(String, Object) - Static method in class com.opengamma.strata.collect.Messages
Formats a templated message inserting a single argument.
format(String, Object...) - Static method in class com.opengamma.strata.collect.Messages
Formats a templated message inserting arguments.
FormatCategory - Enum in com.opengamma.strata.report.framework.format
Defines categories of data types.
formatData(CashFlowReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
 
formatData(R, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
Formats a piece of data for display.
formatData(TradeReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter
 
formatForCsv(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter
Formats a value for use in a CSV file.
formatForDisplay(T) - Method in interface com.opengamma.strata.report.framework.format.ValueFormatter
Formats a value for display.
FormatSettings<T> - Class in com.opengamma.strata.report.framework.format
Contains formatting settings for a specific type.
FormatSettings.Meta<T> - Class in com.opengamma.strata.report.framework.format
The meta-bean for FormatSettings.
FormatSettingsProvider - Class in com.opengamma.strata.report.framework.format
Provides and caches format settings across types.
FormatSettingsProvider() - Constructor for class com.opengamma.strata.report.framework.format.FormatSettingsProvider
Creates an instance.
formatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
The meta-property for the formatter property.
formatValue(Object, ReportOutputFormat) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
Formats a value into a string.
forward() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
The meta-property for the forward property.
forward() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
The meta-property for the forward property.
forward() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
The meta-property for the forward property.
FORWARD_FX_RATE - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the forward FX rate of the calculation target.
forwardCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
Sets the forward curves in the group, keyed by index.
forwardCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
The meta-property for the forwardCurves property.
forwardFxRate(FxNdfProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Calculates the forward exchange rate.
forwardFxRate(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Computes the forward exchange rate.
forwardFxRatePointSensitivity(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Computes the forward exchange rate point sensitivity.
forwardFxRateSpotSensitivity(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Computes the sensitivity of the forward exchange rate to the spot rate.
ForwardPriceIndexValues - Class in com.opengamma.strata.market.view
Provides values for a Price index from a forward curve.
ForwardPriceIndexValues.Meta - Class in com.opengamma.strata.market.view
The meta-bean for ForwardPriceIndexValues.
FpmlDocument - Class in com.opengamma.strata.loader.fpml
Provides data about the whole FpML document and parse helper methods.
FpmlDocument(XmlElement, Map<String, XmlElement>, String) - Constructor for class com.opengamma.strata.loader.fpml.FpmlDocument
Creates an instance, based on the specified element.
FpmlDocumentParser - Class in com.opengamma.strata.loader.fpml
Loader of trade data in FpML format.
FpmlParseException - Exception in com.opengamma.strata.loader.fpml
Exception thrown when parsing FpML.
FpmlParseException(String) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException
Creates an instance based on a message.
FpmlParseException(Throwable) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException
Creates an instance based on a cause.
FpmlParseException(String, Throwable) - Constructor for exception com.opengamma.strata.loader.fpml.FpmlParseException
Creates an instance based on a message and cause.
FpmlTradeParser - Interface in com.opengamma.strata.loader.fpml
Pluggable FpML trade parser.
FR - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'FR' - France.
Fra - Class in com.opengamma.strata.product.fra
A forward rate agreement (FRA).
Fra.Builder - Class in com.opengamma.strata.product.fra
The bean-builder for Fra.
Fra.Meta - Class in com.opengamma.strata.product.fra
The meta-bean for Fra.
FRA_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
The calibrator for FraTrade using par spread discounting.
FraBucketedGammaPv01Function - Class in com.opengamma.strata.function.calculation.fra
Calculates Gamma PV01, the second-order present value sensitivity of a FraTrade for each of a set of scenarios.
FraBucketedGammaPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fra.FraBucketedGammaPv01Function
 
FraBucketedPv01Function - Class in com.opengamma.strata.function.calculation.fra
Calculates the bucketed PV01, the present value curve parameter sensitivity of a FraTrade.
FraBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fra.FraBucketedPv01Function
 
FraConvention - Interface in com.opengamma.strata.product.fra.type
A market convention for forward rate agreement (FRA) trades.
fraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
The meta-property for the fraction property.
FraCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a Forward Rate Agreement (FRA).
FraCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for FraCurveNode.
FraCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for FraCurveNode.
FraDiscountingMethod - Enum in com.opengamma.strata.product.fra
A convention defining how to discount Forward Rate Agreements (FRAs).
FraExplainPvFunction - Class in com.opengamma.strata.function.calculation.fra
Obtains the explain map for present value on a FraTrade.
FraExplainPvFunction() - Constructor for class com.opengamma.strata.function.calculation.fra.FraExplainPvFunction
 
FraFunctionGroups - Class in com.opengamma.strata.function.calculation.fra
Contains function groups for built-in FRA calculation functions.
FraParRateFunction - Class in com.opengamma.strata.function.calculation.fra
Calculates the par rate of a FraTrade for each of a set of scenarios.
FraParRateFunction() - Constructor for class com.opengamma.strata.function.calculation.fra.FraParRateFunction
 
FraParSpreadFunction - Class in com.opengamma.strata.function.calculation.fra
Calculates the par spread of a FraTrade for each of a set of scenarios.
FraParSpreadFunction() - Constructor for class com.opengamma.strata.function.calculation.fra.FraParSpreadFunction
 
FraProduct - Interface in com.opengamma.strata.product.fra
A product representing a forward rate agreement (FRA).
FraPv01Function - Class in com.opengamma.strata.function.calculation.fra
Calculates PV01, the present value sensitivity of a FraTrade.
FraPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fra.FraPv01Function
 
FraPvFunction - Class in com.opengamma.strata.function.calculation.fra
Calculates the present value of a FraTrade for each of a set of scenarios.
FraPvFunction() - Constructor for class com.opengamma.strata.function.calculation.fra.FraPvFunction
 
FraTemplate - Class in com.opengamma.strata.product.fra.type
A template for creating a forward rate agreement (FRA) trade.
FraTemplate.Builder - Class in com.opengamma.strata.product.fra.type
The bean-builder for FraTemplate.
FraTemplate.Meta - Class in com.opengamma.strata.product.fra.type
The meta-bean for FraTemplate.
FraTrade - Class in com.opengamma.strata.product.fra
A trade in a forward rate agreement (FRA).
FraTrade.Builder - Class in com.opengamma.strata.product.fra
The bean-builder for FraTrade.
FraTrade.Meta - Class in com.opengamma.strata.product.fra
The meta-bean for FraTrade.
Frequency - Class in com.opengamma.strata.basics.schedule
A periodic frequency used by financial products that have a specific event every so often.
frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the regular periodic frequency to use.
frequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the frequency property.
frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
Sets the periodic frequency used when building the schedule.
frequency() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
The meta-property for the frequency property.
FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
An instance declaring all days as business days except Friday/Saturday weekends.
FRPA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
The holiday calendar for Paris, France, with code 'FRPA'.
function(CheckedFunction<T, R>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Function interface.
functionArguments() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
The meta-property for the functionArguments property.
FunctionConfig<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config
Configuration of a function that performs a calculation.
functionConfig(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
Returns a function group to calculate a value of the measure for the target if this rule applies to the target.
functionConfig() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
The meta-property for the functionConfig property.
functionConfig(CalculationTarget, Measure) - Method in interface com.opengamma.strata.calc.config.pricing.FunctionGroup
Returns configuration for a function to calculate the value of a measure for a target.
FunctionConfig.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config
The meta-bean for FunctionConfig.
FunctionConfigBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config
Mutable builder for building instances of FunctionConfig.
functionGroup(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
 
FunctionGroup<T extends CalculationTarget> - Interface in com.opengamma.strata.calc.config.pricing
A function group provides configuration for functions that perform calculations.
functionGroup(CalculationTarget, Measure) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
Returns a function group to calculate a value of the measure for the target if this rule applies to the target.
functionGroup() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
The meta-property for the functionGroup property.
functionGroup(FunctionGroup<T>) - Method in class com.opengamma.strata.calc.config.pricing.PricingRuleBuilder
Sets the function group that performs the calculations matching the rule.
functionGroup(CalculationTarget, Measure) - Method in interface com.opengamma.strata.calc.config.pricing.PricingRules
Returns a function group specifying how a measure should be calculated for the target.
FunctionGroupName - Class in com.opengamma.strata.calc.config.pricing
The name of a function group.
FunctionRequirements - Class in com.opengamma.strata.calc.marketdata
Specifies the market data required for a function to perform a calculation.
FunctionRequirements.Builder - Class in com.opengamma.strata.calc.marketdata
The bean-builder for FunctionRequirements.
FunctionRequirements.Meta - Class in com.opengamma.strata.calc.marketdata
The meta-bean for FunctionRequirements.
functionType() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
The meta-property for the functionType property.
FunctionUtils - Class in com.opengamma.strata.calc.runner.function
Static utility methods useful when writing calculation functions.
futureExpiryDate() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
The meta-property for the futureExpiryDate property.
FutureOptionPremiumStyle - Enum in com.opengamma.strata.product.common
The style of premium for an option on a futures contract.
futurePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
The meta-property for the futurePrice property.
futurePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the futurePrice property.
futuresConvexityFactor(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Calculates the future convexity factor for the specified period at the future reference date.
futuresConvexityFactorAdjoint(LocalDate, LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Calculates the future convexity factor and its derivative for the specified period at the future reference date.
futureSecurityId() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
The meta-property for the futureSecurityId property.
futureSecurityId(StandardId) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
Sets the ID of the underlying future.
futureSecurityId() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
The meta-property for the futureSecurityId property.
fuzzyEquals(double[], double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Compares each element in the first array to the matching index in the second array within a tolerance.
fuzzyEqualsZero(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Compares each element in the array to zero within a tolerance.
FX_SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
The calibrator for FxSwapTrade using par spread discounting.
FxConvertible<R> - Interface in com.opengamma.strata.basics.currency
Defines a standard mechanism for converting an object representing one or more monetary amounts to a single currency.
FxConvertibleList - Class in com.opengamma.strata.calc.runner.function.result
A list of currency values representing the result of the same calculation performed for multiple scenarios.
FxConvertibleList.Meta - Class in com.opengamma.strata.calc.runner.function.result
The meta-bean for FxConvertibleList.
fxForwardRates(CurrencyPair) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider
 
fxForwardRates() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
The meta-property for the fxForwardRates property.
FxForwardRates - Interface in com.opengamma.strata.market.view
Provides access to rates for a currency pair.
fxForwardRates(CurrencyPair) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
fxForwardRates(CurrencyPair) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the forward FX rates for a currency pair.
FxForwardSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to a forward rate of an FX rate for a currency pair.
FxForwardSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for FxForwardSensitivity.
FxIndex - Interface in com.opengamma.strata.basics.index
An index of foreign exchange rates.
fxIndexRates(FxIndex) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider
 
FxIndexRates - Interface in com.opengamma.strata.market.view
Provides access to rates for an FX index.
fxIndexRates(FxIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
fxIndexRates(FxIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the rates for an FX index.
FxIndexSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to a forward rate of an FX rate for an FX index.
FxIndexSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for FxIndexSensitivity.
FxIndices - Class in com.opengamma.strata.basics.index
Constants and implementations for standard foreign exchange indices.
FxMatrix - Class in com.opengamma.strata.basics.currency
A matrix of foreign exchange rates.
FxMatrix.Builder - Class in com.opengamma.strata.basics.currency
Builder class for FxMatrix.
FxNdf - Class in com.opengamma.strata.product.fx
A Non-Deliverable Forward (NDF).
FxNdf.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxNdf.
FxNdf.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxNdf.
FxNdfBucketedPv01Function - Class in com.opengamma.strata.function.calculation.fx
Calculates the bucketed PV01, the present value curve parameter sensitivity of a FxNdfTrade.
FxNdfBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fx.FxNdfBucketedPv01Function
 
FxNdfCurrencyExposureFunction - Class in com.opengamma.strata.function.calculation.fx
Calculates the currency exposure of an FxNdfTrade for each of a set of scenarios.
FxNdfCurrencyExposureFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxNdfCurrencyExposureFunction
 
FxNdfForwardFxRateFunction - Class in com.opengamma.strata.function.calculation.fx
Calculates the future FX rate of an FxNdfTrade for each of a set of scenarios.
FxNdfForwardFxRateFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxNdfForwardFxRateFunction
 
FxNdfFunctionGroups - Class in com.opengamma.strata.function.calculation.fx
Contains function groups for built-in FX Non-Deliverable Forward (NDF) calculation functions.
FxNdfProduct - Interface in com.opengamma.strata.product.fx
A product representing a Non-Deliverable Forward (NDF).
FxNdfPv01Function - Class in com.opengamma.strata.function.calculation.fx
Calculates PV01, the present value sensitivity of a FxNdfTrade.
FxNdfPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fx.FxNdfPv01Function
 
FxNdfPvFunction - Class in com.opengamma.strata.function.calculation.fx
Calculates the present value of an FxNdfTrade for each of a set of scenarios.
FxNdfPvFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxNdfPvFunction
 
FxNdfTrade - Class in com.opengamma.strata.product.fx
A trade in a Non-Deliverable Forward (NDF).
FxNdfTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxNdfTrade.
FxNdfTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxNdfTrade.
FxOptionSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to an implied volatility for a FX option model.
FxOptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for FxOptionSensitivity.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
Gets the FX rate for the specified currency pair.
FxRate - Class in com.opengamma.strata.basics.currency
A single foreign exchange rate between two currencies, such as 'EUR/USD 1.25'.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate
Gets the FX rate for the specified currency pair.
fxRate(Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
Gets the FX rate for the specified currency pair.
fxRate(CurrencyPair) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
Gets the FX rate for the specified currency pair.
fxRate(Currency, Currency, int) - Method in class com.opengamma.strata.basics.currency.FxRatesArray
Returns the FX rate for the specified currency pair and scenario index.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.calc.runner.function.result.ScenarioRateProvider
 
fxRate(Currency, Currency) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider
 
fxRate(Currency, Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the FX rate for the specified currency pair on the valuation date.
fxRate(CurrencyPair) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the FX rate for the specified currency pair on the valuation date.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
FxRate.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for FxRate.
FxRateConfig - Class in com.opengamma.strata.function.marketdata.fx
Configuration defining how to create FxRate instances from observable market data.
FxRateConfig.Builder - Class in com.opengamma.strata.function.marketdata.fx
The bean-builder for FxRateConfig.
FxRateConfig.Meta - Class in com.opengamma.strata.function.marketdata.fx
The meta-bean for FxRateConfig.
FxRateId - Class in com.opengamma.strata.basics.market
Identifies the market data for an FX rate.
FxRateId.Meta - Class in com.opengamma.strata.basics.market
The meta-bean for FxRateId.
FxRateKey - Class in com.opengamma.strata.basics.market
Market data key identifying an FX rate.
FxRateKey.Meta - Class in com.opengamma.strata.basics.market
The meta-bean for FxRateKey.
FxRateMarketDataFunction - Class in com.opengamma.strata.function.marketdata.fx
Function which builds FxRate instances from observable market data.
FxRateMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction
 
FxRateProvider - Interface in com.opengamma.strata.basics.currency
A provider of FX rates.
fxRateProvider() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
The meta-property for the fxRateProvider property.
fxRateProvider() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the fxRateProvider property.
fxRateProvider(FxRateProvider) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Sets the FX rate provider.
FxRatesArray - Class in com.opengamma.strata.basics.currency
A set of FX rates between two currencies containing rates for multiple scenarios.
FxRatesArray.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for FxRatesArray.
FxRatesCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of FX rates into memory from CSV resources.
FxReset - Class in com.opengamma.strata.product.swap
An FX rate conversion for the notional amount of a swap leg.
fxReset(FxResetCalculation) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the FX reset definition, optional.
fxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the fxReset property.
fxReset(FxReset) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the FX reset definition, optional.
fxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the fxReset property.
FxReset.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for FxReset.
FxReset.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FxReset.
FxResetCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of an FX rate conversion for the notional amount of a swap leg.
FxResetCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for FxResetCalculation.
FxResetCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FxResetCalculation.
FxResetFixingRelativeTo - Enum in com.opengamma.strata.product.swap
The base date that each FX reset fixing is made relative to.
FxResetNotionalExchange - Class in com.opengamma.strata.product.swap
An exchange of notionals between two counterparties where FX reset applies.
FxResetNotionalExchange.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for FxResetNotionalExchange.
FxResetNotionalExchange.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for FxResetNotionalExchange.
FxSingle - Class in com.opengamma.strata.product.fx
A single foreign exchange, such as an FX forward or FX spot.
FxSingle.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxSingle.
FxSingleBucketedPv01Function - Class in com.opengamma.strata.function.calculation.fx
Calculates the bucketed PV01, the present value curve parameter sensitivity of a FxSingleTrade.
FxSingleBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSingleBucketedPv01Function
 
FxSingleCurrencyExposureFunction - Class in com.opengamma.strata.function.calculation.fx
Calculates the currency exposure of an FxSingleTrade for each of a set of scenarios.
FxSingleCurrencyExposureFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSingleCurrencyExposureFunction
 
FxSingleForwardFxRateFunction - Class in com.opengamma.strata.function.calculation.fx
Calculates the future FX rate of an FxSingleTrade for each of a set of scenarios.
FxSingleForwardFxRateFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSingleForwardFxRateFunction
 
FxSingleFunctionGroups - Class in com.opengamma.strata.function.calculation.fx
Contains function groups for built-in FX calculation functions.
FxSingleParSpreadFunction - Class in com.opengamma.strata.function.calculation.fx
Calculates the par spread of an FxSingleTrade for each of a set of scenarios.
FxSingleParSpreadFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSingleParSpreadFunction
 
FxSingleProduct - Interface in com.opengamma.strata.product.fx
A product representing a simple foreign exchange between two counterparties.
FxSinglePv01Function - Class in com.opengamma.strata.function.calculation.fx
Calculates PV01, the present value sensitivity of a FxSingleTrade.
FxSinglePv01Function() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSinglePv01Function
 
FxSinglePvFunction - Class in com.opengamma.strata.function.calculation.fx
Calculates the present value of an FxSingleTrade for each of a set of scenarios.
FxSinglePvFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSinglePvFunction
 
FxSingleTrade - Class in com.opengamma.strata.product.fx
A foreign exchange trade, such as an FX forward or FX spot.
FxSingleTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxSingleTrade.
FxSingleTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxSingleTrade.
FxSwap - Class in com.opengamma.strata.product.fx
An FX swap.
FxSwap.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxSwap.
FxSwapBucketedPv01Function - Class in com.opengamma.strata.function.calculation.fx
Calculates the bucketed PV01, the present value curve parameter sensitivity of a FxSwapTrade.
FxSwapBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSwapBucketedPv01Function
 
FxSwapConvention - Interface in com.opengamma.strata.product.fx.type
A market convention for FX Swap trades.
FxSwapConventions - Class in com.opengamma.strata.product.fx.type
Market standard FX swap conventions.
FxSwapCurrencyExposureFunction - Class in com.opengamma.strata.function.calculation.fx
Calculates the currency exposure of an FxSwapTrade for each of a set of scenarios.
FxSwapCurrencyExposureFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSwapCurrencyExposureFunction
 
FxSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is an FX Swap.
FxSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for FxSwapCurveNode.
FxSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for FxSwapCurveNode.
FxSwapFunctionGroups - Class in com.opengamma.strata.function.calculation.fx
Contains function groups for built-in FX swap calculation functions.
FxSwapParSpreadFunction - Class in com.opengamma.strata.function.calculation.fx
Calculates the par spread of an FxSwapTrade for each of a set of scenarios.
FxSwapParSpreadFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSwapParSpreadFunction
 
FxSwapProduct - Interface in com.opengamma.strata.product.fx
A product representing a foreign exchange swap.
FxSwapPv01Function - Class in com.opengamma.strata.function.calculation.fx
Calculates PV01, the present value sensitivity of a FxSwapTrade.
FxSwapPv01Function() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSwapPv01Function
 
FxSwapPvFunction - Class in com.opengamma.strata.function.calculation.fx
Calculates the present value of an FxSwapTrade for each of a set of scenarios.
FxSwapPvFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.FxSwapPvFunction
 
FxSwapTemplate - Class in com.opengamma.strata.product.fx.type
A template for creating an FX swap trade.
FxSwapTemplate.Builder - Class in com.opengamma.strata.product.fx.type
The bean-builder for FxSwapTemplate.
FxSwapTemplate.Meta - Class in com.opengamma.strata.product.fx.type
The meta-bean for FxSwapTemplate.
FxSwapTrade - Class in com.opengamma.strata.product.fx
A trade in an FX swap.
FxSwapTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxSwapTrade.
FxSwapTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxSwapTrade.
FxVanillaOption - Class in com.opengamma.strata.product.fx
A vanilla FX option.
FxVanillaOption.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxVanillaOption.
FxVanillaOption.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxVanillaOption.
FxVanillaOptionProduct - Interface in com.opengamma.strata.product.fx
A product representing an FX vanilla option.
FxVanillaOptionTrade - Class in com.opengamma.strata.product.fx
A trade in a vanilla FX option.
FxVanillaOptionTrade.Builder - Class in com.opengamma.strata.product.fx
The bean-builder for FxVanillaOptionTrade.
FxVanillaOptionTrade.Meta - Class in com.opengamma.strata.product.fx
The meta-bean for FxVanillaOptionTrade.
FxVolatilitySurfaceYearFractionNodeMetadata - Class in com.opengamma.strata.market.surface.meta
Surface node metadata for a surface node with a specific time to expiry and strike.
FxVolatilitySurfaceYearFractionNodeMetadata.Meta - Class in com.opengamma.strata.market.surface.meta
The meta-bean for FxVolatilitySurfaceYearFractionNodeMetadata.

G

gamma(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the gamma of the foreign exchange vanilla option product.
gammaStickyStrike(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the gamma of the bond future option product.
gammaStickyStrike(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the gamma of the bond future option product based on the price of the underlying future.
GB - Static variable in class com.opengamma.strata.basics.location.Country
The country 'GB' - United Kingdom.
GBLO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
The holiday calendar for London, United Kingdom, with code 'GBLO'.
GBP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'GBP' - British pound.
GBP_DEPOSIT - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'GBP-Deposit' term deposit convention with T+0 settlement date.
GBP_EUR - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
The "GBP/EUR" FX Swap convention.
GBP_EUR - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
GBP/EUR convention with 2 days spot date.
GBP_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
The 'GBP-European' CDS convention.
GBP_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'GBP-FIXED-1Y-LIBOR-3M' swap convention.
GBP_FIXED_1Y_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'GBP-FIXED-1Y-SONIA-OIS' swap convention.
GBP_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'GBP-FIXED-6M-LIBOR-6M' swap convention.
GBP_FIXED_TERM_SONIA_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'GBP-FIXED-TERM-SONIA-OIS' swap convention.
GBP_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions
The 'GBP-ISDA' curve.
GBP_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 10 years.
GBP_LIBOR_1100_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 12 years.
GBP_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 15 years.
GBP_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 1 year.
GBP_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 20 years.
GBP_LIBOR_1100_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 25 years.
GBP_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 2 years.
GBP_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 30 years.
GBP_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 3 years.
GBP_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 4 years.
GBP_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 5 years.
GBP_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 6 years.
GBP_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 7 years.
GBP_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 8 years.
GBP_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
GBP Rates 1100 for tenor of 9 years.
GBP_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for GBP.
GBP_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for GBP.
GBP_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for GBP.
GBP_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for GBP.
GBP_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for GBP.
GBP_LIBOR_3M_USD_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapConventions
The 'GBP-LIBOR-3M-USD-LIBOR-3M' swap convention.
GBP_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for GBP.
GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The SONIA index for GBP.
GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.FxSwapConventions
The "GBP/USD" FX Swap convention.
GBP_USD - Static variable in class com.opengamma.strata.product.fx.type.StandardFxSwapConventions
GBP/USD convention with 2 days spot date.
GBP_USD_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from GBP to USD, as defined by the WM company "Closing Spot rates".
GEARING - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The gearing, that the rate is multiplied by.
gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the gearing multiplier, optional.
gearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the gearing property.
gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
Sets the gearing multiplier, optional.
gearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
The meta-property for the gearing property.
gearing(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the gearing multiplier, optional.
gearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the gearing property.
gearing(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the gearing multiplier, defaulted to 1.
gearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the gearing property.
generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>) - Method in class com.opengamma.strata.pricer.calibration.ImmutableRatesProviderGenerator
 
generate(DoubleArray) - Method in interface com.opengamma.strata.pricer.calibration.RatesProviderGenerator
Generates a rates provider from a set of parameters.
generate(DoubleArray, Map<CurveName, JacobianCalibrationMatrix>) - Method in interface com.opengamma.strata.pricer.calibration.RatesProviderGenerator
Generates a rates provider from a set of parameters and calibration information.
GenericFuture - Class in com.opengamma.strata.product.future
A generic futures contract based on an expiry month.
GenericFuture.Builder - Class in com.opengamma.strata.product.future
The bean-builder for GenericFuture.
GenericFuture.Meta - Class in com.opengamma.strata.product.future
The meta-bean for GenericFuture.
GenericFutureFunctionGroups - Class in com.opengamma.strata.function.calculation.future
Contains function groups for built-in generic future calculation functions.
GenericFutureOption - Class in com.opengamma.strata.product.future
A generic futures option contract based on an expiry month.
GenericFutureOption.Builder - Class in com.opengamma.strata.product.future
The bean-builder for GenericFutureOption.
GenericFutureOption.Meta - Class in com.opengamma.strata.product.future
The meta-bean for GenericFutureOption.
GenericFutureOptionFunctionGroups - Class in com.opengamma.strata.function.calculation.future
Contains function groups for built-in generic future option calculation functions.
GenericFutureOptionPvFunction - Class in com.opengamma.strata.function.calculation.future
Calculates the present value of a GenericFutureOptionTrade for each of a set of scenarios.
GenericFutureOptionPvFunction() - Constructor for class com.opengamma.strata.function.calculation.future.GenericFutureOptionPvFunction
 
GenericFutureOptionTrade - Class in com.opengamma.strata.product.future
A trade in a generic futures option contract based on an expiry month.
GenericFutureOptionTrade.Builder - Class in com.opengamma.strata.product.future
The bean-builder for GenericFutureOptionTrade.
GenericFutureOptionTrade.Meta - Class in com.opengamma.strata.product.future
The meta-bean for GenericFutureOptionTrade.
GenericFuturePvFunction - Class in com.opengamma.strata.function.calculation.future
Calculates the present value of a GenericFutureTrade for each of a set of scenarios.
GenericFuturePvFunction() - Constructor for class com.opengamma.strata.function.calculation.future.GenericFuturePvFunction
 
GenericFutureTrade - Class in com.opengamma.strata.product.future
A trade in a generic futures contract based on an expiry month.
GenericFutureTrade.Builder - Class in com.opengamma.strata.product.future
The bean-builder for GenericFutureTrade.
GenericFutureTrade.Meta - Class in com.opengamma.strata.product.future
The meta-bean for GenericFutureTrade.
GenericVolatilitySurfaceYearFractionMetadata - Class in com.opengamma.strata.market.surface.meta
Surface node metadata for a generic volatility surface node with a specific time to expiry and strike.
GenericVolatilitySurfaceYearFractionMetadata.Meta - Class in com.opengamma.strata.market.surface.meta
The meta-bean for GenericVolatilitySurfaceYearFractionMetadata.
get(String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
get(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
get(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
get(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
get(TemporalUnit) - Method in class com.opengamma.strata.basics.date.Tenor
Gets the value of the specified unit.
get(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
get(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
get(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
get(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
get(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
get(String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
 
get(String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
 
get(TemporalUnit) - Method in class com.opengamma.strata.basics.schedule.Frequency
Gets the value of the specified unit.
get(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
get(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
get(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
get(String) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
 
get(String) - Method in class com.opengamma.strata.calc.Column.Builder
 
get(Class<T>, String) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
Returns the configuration object with the specified type and name if available.
get(Class<T>, TypedString<?>) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
Returns the configuration object with the specified type and name if available.
get(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
Returns an item of configuration that is the default of its type.
get(String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
 
get(String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
 
get(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
 
get(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
 
get(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
 
get(String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
 
get(int) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
get(int) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
get(int) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
 
get(int) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns a MultiCurrencyAmount at the specified index.
get(int) - Method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult
Returns the result at the specified index.
get(String) - Method in class com.opengamma.strata.calc.runner.Results.Builder
 
get(int, int) - Method in class com.opengamma.strata.calc.runner.Results
Returns the results for a target and column for a set of scenarios.
get(int) - Method in class com.opengamma.strata.collect.array.DoubleArray
Gets the value at the specified index in this array.
get(int, int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the value at the specified row and column in this matrix.
get() - Method in interface com.opengamma.strata.collect.function.CheckedSupplier
Gets a result.
get(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Gets the value associated with the specified date.
get(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Gets the value associated with the specified date.
get(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
get(String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
 
get(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
get(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMap
Gets a value by key.
get(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
 
get(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
 
get(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.equity.Equity.Builder
 
get(String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
get(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
 
get(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
 
get(String) - Method in class com.opengamma.strata.product.SecurityLink.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
get(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.product.TradeInfo.Builder
 
get(String) - Method in class com.opengamma.strata.product.UnitSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
get(String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
 
get(String) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
 
get(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
get(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
get(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
getAbsoluteTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
Gets the absolute tolerance for the root finder.
getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the business day adjustment to apply to accrual schedule dates.
getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the business day adjustment to apply to accrual schedule dates.
getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the business day adjustment to apply to accrual schedule dates.
getAccrualDayCount() - Method in class com.opengamma.strata.product.credit.ExpandedCds
Gets the day count convention to be used for calculating the accrual.
getAccrualFactor() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the accrual factor, defaulted from the index if not set.
getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the periodic frequency of accrual.
getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the periodic frequency of accrual.
getAccrualFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the periodic frequency of accrual.
getAccrualMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
getAccrualMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
getAccrualPeriods() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the accrual periods that combine to form the payment period.
getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets the accrual period schedule.
getAccrualSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the accrual schedule.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Gets the additional spread added to the rate.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Gets the additional spread added to the rate.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Gets the additional spread added to the rate.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Gets the additional spread added to the rate.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Gets the additional spread added to the price.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Gets the additional spread added to the market quote.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Gets the additional spread added to the rate.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Gets the additional spread added to the market quote.
getAdditionalSpread() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Gets the additional spread added to the market quote.
getAdditionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Gets the addition convention to apply.
getAdditionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Gets the addition convention to apply.
getAdjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the end date, adjusted to be a valid business day.
getAdjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the start date, adjusted to be a valid business day.
getAdjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate
Gets the business day adjustment that is to be applied to the unadjusted date.
getAdjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Gets the business day adjustment that is performed to the result of the addition.
getAdjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Gets the business day adjustment that is performed to the result of the addition.
getAdjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Gets the business day adjustment that is performed to the result of the addition.
getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
Gets the FX rate agreed for the value date at the inception of the trade.
getAgreedFxRate() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the FX rate agreed for the value date at the inception of the trade.
getAlphaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Gets the value of the alpha sensitivity.
getAmount() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Gets the amount of the currency.
getAmount(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the CurrencyAmount for the specified currency.
getAmount() - Method in class com.opengamma.strata.basics.currency.Payment
Gets the amount of the payment.
getAmount() - Method in interface com.opengamma.strata.market.amount.LegAmount
Gets the amount associated with the leg.
getAmount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Gets the amount associated with the leg.
getAmount() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets the known amount schedule.
getAmount() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the notional amount.
getAmounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the set of currency amounts.
getAmounts() - Method in class com.opengamma.strata.market.amount.LegAmounts
Gets the leg amounts.
getArguments() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
Returns the constructor arguments used when creating function instances.
getAttribute(String) - Method in class com.opengamma.strata.collect.io.XmlElement
Gets an attribute by name, throwing an exception if not found.
getAttributes() - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the attributes.
getAttributes() - Method in interface com.opengamma.strata.product.Attributable
Gets the entire set of additional attributes.
getAttributes() - Method in interface com.opengamma.strata.product.Security
Gets the entire set of additional attributes.
getAttributes() - Method in class com.opengamma.strata.product.TradeInfo
Gets the set of additional trade attributes.
getAttributes() - Method in class com.opengamma.strata.product.UnitSecurity
Gets the extensible set of attributes.
getAvailableCountries() - Static method in class com.opengamma.strata.basics.location.Country
Obtains the set of available countries.
getAvailableCurrencies() - Static method in class com.opengamma.strata.basics.currency.Currency
Obtains the set of configured currencies.
getAvailablePairs() - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
Obtains the set of configured currency pairs.
getAveragingMethod() - Method in class com.opengamma.strata.product.swap.ResetSchedule
Gets the rate averaging method, defaulted to 'Unweighted'.
getBase() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Gets the base currency of the pair.
getBaseCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the amount in the base currency, positive if receiving, negative if paying.
getBaseCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
Gets the discount factors for the base currency of the currency pair.
getBaseCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
Gets the payment in the base currency, positive if receiving, negative if paying.
getBetaSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Gets the value of the beta sensitivity.
getBondGroup() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
Gets the bond group.
getBondGroup() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Gets the bond group.
getBondProductBasket() - Method in class com.opengamma.strata.product.bond.BondFuture
Obtains the bond products from the delivery basket.
getBondSecurityBasket() - Method in class com.opengamma.strata.product.bond.BondFuture
Obtains the bond securities from the delivery basket.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the business day adjustment to apply.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.Cds
Gets the business day adjustment to apply to the start and end dates.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.ExpandedCds
Gets the business day adjustment to apply to the start and end dates.
getBusinessDayAdjustment() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the business day adjustment.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the business day adjustment.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the business day adjustment to apply to the start and end date, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the business day adjustment to apply to the start and end date, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the business day adjustment to apply to the start and end date.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.Fra
Gets the business day adjustment to apply to the start and end date, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Gets the business day adjustment to apply to the reference date.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.ResetSchedule
Gets the business day adjustment to apply to each reset date.
getBusinessDayConvention() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Gets the applicable business day convention for any underlying instruments.
getBuySell() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
getBuySell() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets whether the term deposit is 'Buy' or 'Sell'.
getBuySell() - Method in class com.opengamma.strata.product.fra.Fra
Gets whether the FRA is buy or sell.
getBuySellProtection() - Method in class com.opengamma.strata.product.credit.Cds
Gets whether the CDS is buy or sell.
getBuySellProtection() - Method in class com.opengamma.strata.product.credit.ExpandedCds
Gets whether the CDS is buy or sell.
getByteSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Gets the byte source to access the resource.
getCalculation() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the interest rate accrual calculation.
getCalculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the calculation results.
getCalendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Gets the calendar that defines holidays and business days.
getCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Gets the holiday calendar that defines the meaning of a day when performing the addition.
getCaplet() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the optional caplet strike.
getCapSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the optional cap schedule.
getCashFlow(int) - Method in class com.opengamma.strata.market.amount.CashFlows
Gets the cash flow by index.
getCashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows
Gets the cash flows.
getCashSettlementMethod() - Method in class com.opengamma.strata.product.swaption.CashSettlement
Gets the cash settlement method.
getCategory() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
Gets the category of this type.
getCauseType() - Method in class com.opengamma.strata.collect.result.FailureItem
Gets the type of the exception that caused the failure, not present if it wasn't caused by an exception.
getCdsConvention() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Gets the underlying convention.
getCdsDateSet(LocalDate, Period[]) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
Gets a set of CDS dates fixed periods from an initial CDS date.
getCdsDateSet(LocalDate, int) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
Gets a complete set of CDS dates from some starting CDS date.
getCharSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Gets the char source to access the resource using UTF-8.
getCharSource(Charset) - Method in class com.opengamma.strata.collect.io.ResourceLocator
Gets the char source to access the resource specifying the character set.
getChild(int) - Method in class com.opengamma.strata.collect.io.XmlElement
Gets a child element by index.
getChild(String) - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the child element with the specified name, throwing an exception if not found or more than one.
getChildren() - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the child elements.
getChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the child elements matching the specified name.
getCmsLeg() - Method in class com.opengamma.strata.product.cms.Cms
Gets the CMS leg of the product.
getCmsLeg() - Method in class com.opengamma.strata.product.cms.ExpandedCms
Gets the CMS leg of the product.
getCmsPeriods() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg
Gets the periodic payments based on the successive observed values of a swap index.
getCmsPeriodType() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Obtains the type of the CMS period.
getCode() - Method in class com.opengamma.strata.basics.currency.Currency
Gets the three letter ISO code.
getCode() - Method in class com.opengamma.strata.basics.location.Country
Gets the two letter ISO code.
getColumnCount() - Method in class com.opengamma.strata.calc.runner.Results
Gets the number of columns in the results.
getColumnCount() - Method in interface com.opengamma.strata.report.Report
Gets the number of columns in the report table.
getColumnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the column headers.
getColumnHeaders() - Method in interface com.opengamma.strata.report.Report
Gets the report column headers.
getColumnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the column headers.
getColumnIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult
Gets the column index of the value in the results grid.
getColumnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the keys corresponding to the columns.
getColumns() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
Gets the columns that will be calculated.
getColumns() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the columns contained in the results.
getColumns() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the report columns, which may contain information required for formatting.
getColumns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
Gets the columns in the report.
getColumnTypes(CashFlowReport) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
 
getColumnTypes(R) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
Gets the type of the data in each report column.
getColumnTypes(TradeReport) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter
 
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the compounding method to use when there is more than one accrual period, default is 'None'.
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
getCompoundingMethod() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
getContent() - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the element content.
getConvention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Gets the convention used to the adjust the date if it does not fall on a business day.
getConvention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Gets the convention of the swap for which the data is valid.
getConvention() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
Gets the convention of the swap for which the data is valid.
getConvention() - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Gets the convention of the swap for which the data is valid.
getConvention() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
Gets the swap convention.
getConvention() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
Gets the swap convention.
getConvention() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Gets the swap convention.
getConvention() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Gets the underlying Ibor fixing deposit convention.
getConvention() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Gets the underlying term deposit convention.
getConvention() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Gets the underlying FRA convention.
getConvention() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Gets the underlying FX Swap convention.
getConvention() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Gets the underlying futures convention.
getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Gets the market convention of the swap.
getConversionFactor() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the conversion factor for each bond in the basket.
getCounter() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Gets the counter currency of the pair.
getCounterCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the amount in the counter currency, positive if receiving, negative if paying.
getCounterCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
Gets the discount factors for the counter currency of the currency pair.
getCounterCurrencyPayment() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
Gets the payment in the counter currency, positive if receiving, negative if paying.
getCounterparty() - Method in class com.opengamma.strata.product.TradeInfo
Gets the counterparty identifier, optional.
getCoupon() - Method in class com.opengamma.strata.product.credit.ExpandedCds
Gets the coupon used to calculate fee payments.
getCoupon() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
Gets the coupon.
getCreditCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Gets the tenor at each curve node.
getCurrencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix
Returns the set of currencies held within this matrix.
getCurrencies() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the set of stored currencies.
getCurrencies() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns the set of currencies for which this object contains values.
getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.basics.currency.Payment
Gets the currency of the payment.
getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Gets the currency of the index.
getCurrency() - Method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the currency of the index.
getCurrency() - Method in interface com.opengamma.strata.basics.index.RateIndex
Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
Gets the currency of the values.
getCurrency() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
Gets the currency matched by this filter.
getCurrency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Gets the currency of the leg.
getCurrency() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.id.DiscountCurveId
Gets the currency of the discount factor curve that is required.
getCurrency() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
 
getCurrency() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
 
getCurrency() - Method in interface com.opengamma.strata.market.id.RateCurveId
Returns the currency of the curve.
getCurrency() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
Gets the currency of the discount curve that is required.
getCurrency() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Gets the currency of the point sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in interface com.opengamma.strata.market.view.DiscountFactors
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
Gets the currency that the discount factors are for.
getCurrency() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
Gets the currency that the discount factors are for.
getCurrency() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
Gets the currency that the discount factors are for.
getCurrency() - Method in class com.opengamma.strata.product.bond.BondFuture
Obtains the currency of the underlying fixed coupon bonds.
getCurrency() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
Gets the currency of the product.
getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the primary currency of the product.
getCurrency() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the currency of the leg associated with the notional.
getCurrency() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg
Gets the currency of the leg.
getCurrency() - Method in class com.opengamma.strata.product.credit.ExpandedCds
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
Gets the currency of the reference.
getCurrency() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the currency of the CDS.
getCurrency() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Gets the currency that the yield curve can be used to discount.
getCurrency() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the primary currency, defaulted to the currency of the index.
getCurrency() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the primary currency, providing a default result if no override specified.
getCurrency() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the primary currency.
getCurrency() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.equity.Equity
Gets the currency that the equity is quoted in.
getCurrency() - Method in class com.opengamma.strata.product.fra.ExpandedFra
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.product.fra.Fra
Gets the primary currency, defaulted to the currency of the index.
getCurrency() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the primary currency, providing a default result if no override specified.
getCurrency() - Method in class com.opengamma.strata.product.future.GenericFuture
Gets the currency of the future.
getCurrency() - Method in class com.opengamma.strata.product.future.GenericFutureOption
Gets the currency of the future.
getCurrency() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the currency that the future is quoted in.
getCurrency() - Method in class com.opengamma.strata.product.payment.BulletPayment
Gets the currency of this payment.
getCurrency() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
Gets the currency of the underlying swap.
getCurrency() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
Gets the currency of the swap leg.
getCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the payment currency.
getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
getCurrency() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets the currency of the swap leg.
getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalExchange
Gets the currency of the event.
getCurrency() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the currency of the swap leg associated with the notional.
getCurrency() - Method in interface com.opengamma.strata.product.swap.PaymentEvent
Gets the currency of the payment resulting from the event.
getCurrency() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
Gets the currency of the payment resulting from the period.
getCurrency() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the currency of the swap leg.
getCurrency() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the currency of the swap leg.
getCurrency() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets the currency of the leg.
getCurrency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the leg currency.
getCurrency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the leg currency, optional with defaulting getter.
getCurrency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the leg currency, optional with defaulting getter.
getCurrencyPair() - Method in interface com.opengamma.strata.basics.index.FxIndex
Gets the currency pair of the index.
getCurrencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Gets the currency pair.
getCurrencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
Gets the currency pair for which the sensitivity is computed.
getCurrencyPair() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
Gets the currency pair for which the sensitivity is presented.
getCurrencyPair() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
Gets the currency pair that describes the node.
getCurrencyPair() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
Gets the currency pair that the rates are for.
getCurrencyPair() - Method in interface com.opengamma.strata.market.view.FxForwardRates
Gets the currency pair.
getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
Gets the currency pair for which the volatility data are presented.
getCurrencyPair() - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider
Gets the currency pair of the provider.
getCurrencyPair() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
Gets the currency pair for which the volatility data are presented.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
Gets currency pair of the base currency and counter currency.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets currency pair of the base currency and counter currency.
getCurrencyPair() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Gets the currency pair of the convention.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Gets the currency pair of the template.
getCurrencyPair() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Gets the currency pair associated with the convention.
getCurrencyPair() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Gets the currency pair of the convention.
getCurrencyPair() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the currency pair of the convention.
getCurrencyPair() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Gets the currency pair of the template.
getCurve() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
Gets the underlying curve.
getCurve() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
Gets the underlying curve.
getCurve() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
Gets the underlying curve.
getCurve() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
Gets the underlying curve.
getCurve() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
Gets the volatility term structure.
getCurveConvention() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Gets the underlying convention.
getCurveCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Gets the total number of curves.
getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
Gets the currency of the curve for which the sensitivity is computed.
getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
Gets the currency of the curve for which the sensitivity is computed.
getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
Gets the currency of the curve for which the sensitivity is computed.
getCurveDefinitions() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Gets definitions which specify how the curves are calibrated.
getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
Gets the name of the curve group from which discounting curves should be taken.
getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
Gets the name of the curve group from which the curve should be taken.
getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
Gets the name of the curve group from which the curve should be taken.
getCurveGroupName() - Method in interface com.opengamma.strata.market.id.CurveId
Returns the name of the curve group to which the curve belongs.
getCurveGroupName() - Method in class com.opengamma.strata.market.id.CurveInputsId
Gets the name of the curve group containing the curve.
getCurveGroupName() - Method in class com.opengamma.strata.market.id.DiscountCurveId
Gets the name of the curve group containing the curve.
getCurveGroupName() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
Gets the name of the curve group containing the curve.
getCurveGroupName() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
Gets the name of the curve group containing the curve.
getCurveGroupName() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
Gets the name of the curve group containing the curve.
getCurveGroupName() - Method in class com.opengamma.strata.market.key.CurveInputsKey
Gets the name of the curve group containing the curve.
getCurveMetadata() - Method in class com.opengamma.strata.market.curve.CurveInputs
Gets the metadata for the curve.
getCurveMetaData() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Provide curve meta data to capture tenor and anchor point date information
getCurveMetaData() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Provides curve meta data to capture tenor and anchor point date information.
getCurveName() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
Gets the name of the curve matched by this filter.
getCurveName() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
Gets the curve name.
getCurveName() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.id.CurveInputsId
Gets the name of the curve.
getCurveName() - Method in class com.opengamma.strata.market.key.CurveInputsKey
Gets the name of the curve.
getCurveName() - Method in interface com.opengamma.strata.market.view.DiscountFactors
Gets the name of the underlying curve.
getCurveName() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
getCurveName() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
getCurveName() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
getCurveName() - Method in interface com.opengamma.strata.market.view.IborIndexRates
Gets the name of the underlying curve.
getCurveName() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Gets the name of the underlying curve.
getCurveName() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Gets the name of the underlying curve.
getCurveName() - Method in interface com.opengamma.strata.market.view.PriceIndexValues
Gets the name of the underlying curve.
getCurveName() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Gets the name of the underlying curve.
getCurveName() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
getCurveName() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
getCurveName() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
getData() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the cashflow data table.
getData() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the calculation results.
getDate() - Method in class com.opengamma.strata.basics.currency.Payment
Gets the date that the payment is made.
getDate() - Method in class com.opengamma.strata.basics.value.ValueStep
Gets the date of the schedule period boundary at which the change occurs.
getDate() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Gets the date.
getDate() - Method in interface com.opengamma.strata.market.curve.DatedCurveParameterMetadata
Gets the date of the curve node.
getDate() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
Gets the date of the curve node.
getDate() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
Gets the date of the curve node.
getDate() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
Gets the date of the curve node.
getDate() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
Gets the date that was looked up on the curve.
getDate() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
Gets the date that was looked up on the curve.
getDate() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
Gets the date that was looked up on the curve.
getDate() - Method in class com.opengamma.strata.product.payment.BulletPayment
Gets the date that the payment is made.
getDateSequence() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Gets the sequence of dates that the future is based on.
getDayCount() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the day count convention of the index.
getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the day count convention.
getDayCount() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the day count convention of the index.
getDayCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the day count, optional.
getDayCount() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Gets the day count, optional.
getDayCount() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets the day count, optional.
getDayCount() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
Gets the day count convention of the surface expiry dimension.
getDayCount() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
Gets the day count convention.
getDayCount() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the day count convention applicable, defaulted to the day count of the index.
getDayCount() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDayCount() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.fra.Fra
Gets the day count convention applicable, defaulted to the day count of the index.
getDayCount() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDayCount() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
getDayCount() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the day count convention.
getDayCount() - Method in interface com.opengamma.strata.product.swap.RateCalculation
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDayCount() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDays() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Gets the number of days to be added.
getDecimalPlaces() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
Gets the number of decimal places to round to.
getDefinition() - Method in exception com.opengamma.strata.basics.schedule.ScheduleException
Gets the invalid schedule definition.
getDefinition() - Method in class com.opengamma.strata.calc.Column
Gets the definition of the column which specifies the column name and the measures it contains.
getDeliveryBasket() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the basket of deliverable bonds.
getDeliveryDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
Gets the delivery date.
getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Gets the period between the start date and the end date.
getDepositPeriod() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Gets the period between the start date and the end date.
getDerivative(int) - Method in class com.opengamma.strata.basics.value.ValueDerivatives
Gets the derivative of the variable with respect to an input.
getDerivatives() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
Gets the derivatives of the variable with respect to some inputs.
getDetachmentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the detachment date.
getDiscountCurrencies() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
Gets the currencies for which the curve provides discount rates.
getDiscountCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup
Gets the discount curves in the group, keyed by currency.
getDiscountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Gets the discount curves, defaulted to an empty map.
getDiscountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow
Gets the discount factor.
getDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
Gets the underlying discount factor curve.
getDiscountFactors() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
Gets the underlying discount factor curve.
getDiscountFactors() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Gets the underlying discount factors for a single currency.
getDiscountFactors() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Gets the underlying discount factors for a single currency.
getDiscounting() - Method in class com.opengamma.strata.product.fra.ExpandedFra
Gets the method to use for discounting.
getDiscounting() - Method in class com.opengamma.strata.product.fra.Fra
Gets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
getDiscounting() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the method to use for discounting, providing a default result if no override specified.
getDiscountingFxSingleProductPricer() - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Returns the pricer used to price the underlying FX product.
getEarliestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Get the earliest date contained in this time-series.
getEarliestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Get the value held for the earliest date contained in this time-series.
getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the adjustment applied to the fixing date to obtain the effective date.
getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the adjustment applied to the fixing date to obtain the effective date.
getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the number of days to add to the fixing date to obtain the effective date.
getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the number of days to add to the fixing date to obtain the effective date.
getEffectiveEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the effective business day adjustment to apply to the end date.
getEffectiveFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the effective first regular start date.
getEffectiveLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the effective last regular end date.
getEffectiveResultCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Gets the holiday calendar that will be applied to the result.
getEffectiveRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the effective roll convention defining how to roll dates.
getEffectiveStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the effective business day adjustment to apply to the start date.
getEndDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Gets the end date of the schedule.
getEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the end date, which is the end of the last schedule period.
getEndDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the end date of the schedule.
getEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Gets the end date of this period, used for financial calculations such as interest accrual.
getEndDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Gets the end date of the period.
getEndDate() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
Gets the end date of the product.
getEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg
Gets the end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.credit.Cds
Gets the scheduled date on which the credit protection will lapse.
getEndDate() - Method in class com.opengamma.strata.product.credit.ExpandedCds
Gets the date that the contract expires and protection ends.
getEndDate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.product.fra.ExpandedFra
Gets the end date, which is the termination date of the FRA.
getEndDate() - Method in class com.opengamma.strata.product.fra.Fra
Gets the end date, which is the termination date of the FRA.
getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Gets the last date in the fixing period.
getEndDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Gets the last date in the fixing period.
getEndDate() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
Gets the end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
Gets the end date of the payment period.
getEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets the end date of the leg.
getEndDate() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
Gets the end date of the period.
getEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the end date of the accrual period.
getEndDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the end date of the period.
getEndDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the end date of the leg.
getEndDate() - Method in class com.opengamma.strata.product.swap.Swap
Gets the end date of the swap.
getEndDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets the end date of the leg.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional business day adjustment to apply to the end date.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
getEndDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Gets the end date at each curve node.
getEndDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Gets the end date at each curve node.
getEndExclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Gets the end date, exclusive.
getEndInclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Gets the end date, inclusive.
getEntries() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Gets the configuration for building the curves in the group.
getExCouponPeriod() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets ex-coupon period.
getExpiry() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
Gets the expiry date-time of the option.
getExpiry() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the expiry date-time of the option.
getExpiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Gets the expiry date/time of the option.
getExpiry() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
Gets the expiry date/time of the option.
getExpiry() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the expiry date-time.
getExpiry() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the expiry date-time.
getExpiryDate() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.future.GenericFuture
Gets the expiry date, optional.
getExpiryDate() - Method in class com.opengamma.strata.product.future.GenericFutureOption
Gets the expiry date, optional.
getExpiryDate() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the expiry date of the option.
getExpiryDateTime() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
Gets the expiry zoned date time of the option.
getExpiryDateTime() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Gets the expiry date-time.
getExpiryDateTime() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
Gets the expiry date-time.
getExpiryDateTime() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the expiry date-time.
getExpiryMonth() - Method in class com.opengamma.strata.product.future.GenericFuture
Gets the expiry month.
getExpiryMonth() - Method in class com.opengamma.strata.product.future.GenericFutureOption
Gets the expiry month.
getExpiryTime() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the expiry time of the option.
getExpiryZone() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the time-zone of the expiry time.
getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the extrapolator for x-values on the left, defaulted to 'Flat".
getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the extrapolator used to find points to the left of the leftmost point on the curve.
getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the extrapolator for x-values on the right, defaulted to 'Flat".
getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the extrapolator used to find points to the right of the rightmost point on the curve.
getFailure() - Method in exception com.opengamma.strata.collect.result.FailureException
Returns the details of the failure.
getFailure() - Method in class com.opengamma.strata.collect.result.Result
Returns the failure instance indicating the reason why the calculation failed.
getFarForwardPointsKey() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Gets the key identifying the market data value which provides the FX forward points.
getFarLeg() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap
Gets the foreign exchange transaction at the later date.
getFarLeg() - Method in class com.opengamma.strata.product.fx.FxSwap
Gets the foreign exchange transaction at the later date.
getFeeLeg() - Method in class com.opengamma.strata.product.credit.Cds
Gets the fee leg.
getFieldName() - Method in interface com.opengamma.strata.basics.market.ObservableId
Gets the field name in the market data record that contains the market data item.
getFieldName() - Method in interface com.opengamma.strata.basics.market.ObservableKey
Gets the field name in the market data record that contains the market data item.
getFieldName() - Method in class com.opengamma.strata.market.id.IndexRateId
Gets the field name in the market data record that contains the market data item, for example market value.
getFieldName() - Method in class com.opengamma.strata.market.id.QuoteId
Gets the field name in the market data record that contains the data.
getFieldName() - Method in class com.opengamma.strata.market.key.IndexRateKey
Gets the field name in the market data record that is required.
getFieldName() - Method in class com.opengamma.strata.market.key.QuoteKey
Gets the field name in the market data record that is required.
getFilter() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
Gets the filter that decides whether the perturbation should be applied to a piece of market data.
getFinalStub() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the final stub if it exists.
getFinalStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the rate to be used in final stub, optional.
getFirst() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the first element in this pair.
getFirstDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the first delivery date.
getFirstNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the first notice date.
getFirstPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the first schedule period.
getFirstRegularRate() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the first rate of the first regular reset period, optional.
getFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional start date of the first regular schedule period, which is the end date of the initial stub.
getFixedCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
Gets the fixed curve.
getFixedDayCount() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Gets the fixed leg day count convention for underlying swap instrument points on the curve.
getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Gets the market convention of the fixed leg.
getFixedLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Gets the market convention of the fixed leg.
getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Gets the market convention of the fixed leg.
getFixedLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Gets the market convention of the fixed leg.
getFixedPaymentFrequency() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Gets the payment periodic frequency for the fixed leg of any underlying swap instruments.
getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the fixed coupon rate.
getFixedRate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
Gets the fixed rate of interest.
getFixedRate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the fixed interest rate to be paid.
getFixedRate() - Method in class com.opengamma.strata.product.fra.ExpandedFra
Gets the fixed rate of interest.
getFixedRate() - Method in class com.opengamma.strata.product.fra.Fra
Gets the fixed rate of interest.
getFixedRate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
Gets the fixed rate for the fixing date, optional.
getFixedRate() - Method in class com.opengamma.strata.product.swap.StubCalculation
Gets the fixed rate to use in the stub.
getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.FxIndex
Gets the calendar that determines which dates are fixing dates.
getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the fixing calendar of the index.
getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Gets the calendar that determines which dates are fixing dates.
getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the calendar that determines which dates are fixing dates.
getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the calendar that the index uses.
getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the fixing calendar of the index.
getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Gets the fixing date to query the rate for.
getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the underlying future last trading or fixing date.
getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
Gets the fixing date that was looked up on the curve.
getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Gets the fixing date that was looked up on the curve.
getFixingDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the date of the index fixing.
getFixingDate() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the applicable fixing date.
getFixingDate() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
Gets the fixing date to use to determine a rate for the reset period.
getFixingDate() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
Gets the date of the index fixing.
getFixingDate() - Method in class com.opengamma.strata.product.rate.IborRateObservation
Gets the date of the index fixing.
getFixingDate() - Method in class com.opengamma.strata.product.swap.FxReset
Gets the date of the FX reset fixing.
getFixingDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the date of the FX reset fixing.
getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the adjustment applied to the effective date to obtain the fixing date.
getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the adjustment applied to the effective date to obtain the fixing date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the offset of the fixing date from each adjusted reset date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the offset of the fixing date from the start date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the offset of the fixing date from the start date, providing a default result if no override specified.
getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.Fra
Gets the offset of the fixing date from the start date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the offset of the fixing date from the start date, providing a default result if no override specified.
getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Gets the offset of the FX reset fixing date from each adjusted accrual date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the offset of the fixing date from each adjusted reset date.
getFixingDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
The offset of the fixing date from each adjusted reset date, providing a default result if no override specified.
getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Gets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.
getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
getFixingRelativeTo() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the base date that each fixing is made relative to, optional with defaulting getter.
getFixings() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
Gets the time-series of fixings, defaulted to an empty time-series.
getFixings() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
Gets the time-series of fixings, defaulted to an empty time-series.
getFixings() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
Gets the time-series of fixings, defaulted to an empty time-series.
getFixings() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
Gets the monthly time-series of fixings.
getFixings() - Method in interface com.opengamma.strata.market.view.FxIndexRates
Gets the time-series of fixings for the index.
getFixings() - Method in interface com.opengamma.strata.market.view.IborIndexRates
Gets the time-series of fixings for the index.
getFixings() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Gets the time-series of fixings for the index.
getFixings() - Method in interface com.opengamma.strata.market.view.PriceIndexValues
Gets the time-series of fixings for the index.
getFixings() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
Gets the list of fixings.
getFlatFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFlatLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Gets the market convention of the floating leg.
getFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Gets the market convention of the floating leg.
getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Gets the market convention of the floating leg.
getFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Gets the market convention of the floating leg.
getFloatingRate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
Gets the floating rate of interest.
getFloatingRate() - Method in class com.opengamma.strata.product.fra.ExpandedFra
Gets the floating rate of interest.
getFloorlet() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the optional floorlet strike.
getFloorSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the optional floor schedule.
getForecastValue() - Method in class com.opengamma.strata.market.amount.CashFlow
Gets the forecast value of the cash flow.
getFormatter() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
Gets the formatter to use to convert this type into a string.
getForward() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
Gets the underlying forward rate.
getForward() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Gets the underlying swap forward rate.
getForward() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
Gets the underlying swap forward rate.
getForwardCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup
Gets the forward curves in the group, keyed by index.
getFpmlRoot() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Gets the FpML root element.
getFraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
Gets the fraction of the smallest decimal place to round to.
getFrequency() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Gets the periodic frequency of the schedule period.
getFrequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the regular periodic frequency to use.
getFrequency() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the periodic frequency used when building the schedule.
getFunctionArguments() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
Gets the arguments used when creating functions.
getFunctionConfig() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
Gets the functions in the group, keyed by the measure they calculate.
getFunctionGroup() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
Returns the function group.
getFutureExpiryDate() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
Gets the expiry date of the underlying future.
getFutureIndex() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
getFutureIndex() - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider
Returns the index on which the underlying future is based.
getFuturePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
Gets the underlying future price.
getFuturePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the underlying future price.
getFutureSecurityId() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
Gets the index on which the underlying future fixes.
getFutureSecurityId() - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider
Returns the ID on which the underlying future is based.
getFutureSecurityId() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
Gets the ID of the underlying future.
getFxForwardRates() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
Gets the underlying FX forward rates.
getFxForwardRates() - Method in interface com.opengamma.strata.market.view.FxIndexRates
Gets the underlying FX forward rates.
getFxRateProvider() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
Gets the provider of FX rates.
getFxReset() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the FX reset definition, optional.
getFxReset() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the FX reset definition, optional.
getGearing() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the gearing multiplier, optional.
getGearing() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Gets the gearing multiplier, optional.
getGearing() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the gearing multiplier, optional.
getGearing() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the gearing multiplier, defaulted to 1.
getHeader() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
Gets the column header.
getHolidayCalendar() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Gets the applicable holiday calendar for any instruments.
getHolidays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Gets the set of holiday dates.
getId() - Method in class com.opengamma.strata.product.TradeInfo
Gets the primary identifier for the trade, optional.
getIdentifier() - Method in interface com.opengamma.strata.market.curve.CurveParameterMetadata
Returns an object used to identify the parameter so it can be referenced when creating scenarios.
getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
Gets the identifier, which is the label.
getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
Gets the identifier, which is the tenor.
getIdentifier() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
Gets the identifier, which is the year-month.
getIdentifier() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
Returns 'Empty'.
getIdentifier() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
 
getIdentifier() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
 
getIdentifier() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
 
getIdentifier() - Method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata
Returns an object used to identify the parameter so it can be referenced when creating scenarios.
getIdForKey(K) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
getIdForKey(K) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMapping
Returns a market data ID which uniquely identifies the piece of market data referred to by the key.
getIdForKey(K) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
Returns a market data ID which uniquely identifies the piece of market data referred to by the key.
getIdForKey(MarketDataKey<Void>) - Method in class com.opengamma.strata.calc.marketdata.mapping.MissingMapping
 
getIdForKey(DiscountCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
 
getIdForKey(IborIndexCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
 
getIdForKey(OvernightIndexCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
 
getIdForKey(SwaptionVolatilitiesKey) - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
 
getIdForObservableKey(ObservableKey) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
getIdForObservableKey(ObservableKey) - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
Gets the market data ID for an item of observable market data given its key.
getIndex() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
Gets the curve index.
getIndex() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
Gets the index of the curve.
getIndex() - Method in interface com.opengamma.strata.market.id.IndexCurveId
Returns the index of the curve.
getIndex() - Method in class com.opengamma.strata.market.id.IndexRateId
Gets the index.
getIndex() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
Gets the index of the curve.
getIndex() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
Gets the index of the curve.
getIndex() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
Gets the Ibor index of the volatilities that are required.
getIndex() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
Gets the index of the curve that is required.
getIndex() - Method in class com.opengamma.strata.market.key.IndexRateKey
Gets the index of the market data that is required.
getIndex() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
Gets the index of the curve that is required.
getIndex() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
Gets the index of the curve.
getIndex() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
Gets the Ibor index of the volatilities that are required.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Gets the index of the FX for which the sensitivity is computed.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the index on which the underlying future fixes.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
Gets the index of the curve for which the sensitivity is computed.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
Gets the index of the curve for which the sensitivity is computed.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Gets the index of the curve for which the sensitivity is computed.
getIndex() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
Gets the index that the rates are for.
getIndex() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
Gets the index that the rates are for.
getIndex() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
Gets the index that the rates are for.
getIndex() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
Gets the index that the values are for.
getIndex() - Method in interface com.opengamma.strata.market.view.FxIndexRates
Gets the FX index.
getIndex() - Method in interface com.opengamma.strata.market.view.IborIndexRates
Gets the Ibor index.
getIndex() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Gets the Overnight index.
getIndex() - Method in interface com.opengamma.strata.market.view.PriceIndexValues
Gets the Price index.
getIndex() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Gets the Ibor index of the underlying future.
getIndex() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the swap index.
getIndex() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the swap index.
getIndex() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg
Gets the swap index of the leg.
getIndex() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the Ibor index.
getIndex() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.fra.Fra
Gets the Ibor index.
getIndex() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
Gets the index defining the FX rate to observe on the fixing date.
getIndex() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the index defining the FX rate to observe on the fixing date.
getIndex() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the underlying Ibor index.
getIndex() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.rate.IborRateObservation
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
Gets the index of prices.
getIndex() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
Gets the index of prices.
getIndex() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.product.swap.FxReset
Gets the FX index used to obtain the FX reset rate.
getIndex() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Gets the FX index used to obtain the FX reset rate.
getIndex() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the FX index used to obtain the FX reset rate.
getIndex() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Gets the index of prices.
getIndex() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.product.swap.StubCalculation
Gets the Ibor index to be used for the stub.
getIndex() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the Overnight index.
getIndexAnnexVersion() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
Gets the CDS index series version identifier.
getIndexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Gets the forward curves, defaulted to an empty map.
getIndexId() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
Gets the CDS index identifier, such as a RED pair code.
getIndexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra
Gets the second Ibor index to be used for linear interpolation, optional.
getIndexInterpolated() - Method in class com.opengamma.strata.product.swap.StubCalculation
Gets the second Ibor index to be used for the stub, linearly interpolated.
getIndexName() - Method in class com.opengamma.strata.basics.index.FloatingRateName
Gets the root of the name of the index, such as 'GBP-LIBOR', to which the tenor is appended.
getIndexSeries() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
Gets the CDS index series identifier.
getIndices() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
Gets the indices for which the curve provides forward rates.
getInfo(CurveInfoType<T>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets curve information of a specific type.
getInfo() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Gets the additional curve information.
getInitialPrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Gets the initial price of the option, represented in decimal form.
getInitialPrice() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Gets the initial price of the future, represented in decimal form.
getInitialPrice() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
Gets the initial price of the future, represented in decimal form.
getInitialPrice() - Method in class com.opengamma.strata.product.future.GenericFutureTrade
Gets the initial price of the future, represented in decimal form.
getInitialPrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Gets the initial price of the option, represented in decimal form.
getInitialPrice() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Gets the initial price of the future, represented in decimal form.
getInitialStub() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the initial stub if it exists.
getInitialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the rate to be used in initial stub, optional.
getInitialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule
Gets the initial value.
getInterest() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
Gets the accrued interest.
getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the interpolator.
getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the interpolator used to find points on the curve.
getInterpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Gets the underlying interpolator.
getItems() - Method in class com.opengamma.strata.calc.runner.Results
Gets the results, with results for each target grouped together, ordered by column.
getItems() - Method in class com.opengamma.strata.collect.result.Failure
Gets the set of failure items.
getJacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Gets the inverse Jacobian matrix produced during curve calibration.
getKey() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
Gets the key identifying the market data required for the calculation.
getKey() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
Gets a market data key identifying market data required for a calculation.
getKey() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
Gets the market data key identifying the quote.
getLabel() - Method in interface com.opengamma.strata.market.curve.CurveParameterMetadata
Gets the label that describes the parameter.
getLabel() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
Gets the label that describes the node.
getLabel() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
Gets the label that describes the node, defaulted to the tenor.
getLabel() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
Gets the label that describes the node, defaulted to the year-month.
getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Gets the label to use for the node, may be empty.
getLabel() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Gets the label to use for the node, defaulted.
getLabel() - Method in interface com.opengamma.strata.market.option.Strike
Gets a label describing the strike.
getLabel() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
 
getLabel() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
Gets the label that describes the node.
getLabel() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
Gets the label that describes the node.
getLabel() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
Gets the label that describes the node.
getLabel() - Method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata
Gets the label that describes the parameter.
getLag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Gets the positive period between the price index and the accrual date, typically a number of months.
getLastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the last notice date.
getLastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the last notice date.
getLastPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the last schedule period.
getLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional end date of the last regular schedule period, which is the start date of the final stub.
getLastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the last trading date.
getLastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the last date of trading.
getLastTradeDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
Gets the last date of trading.
getLatestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Get the latest date contained in this time-series.
getLatestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Get the value held for the latest date contained in this time-series.
getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.ExpandedSwap
Gets the first pay or receive leg of the swap.
getLeg(PayReceive) - Method in class com.opengamma.strata.product.swap.Swap
Gets the first pay or receive leg of the swap.
getLegalEntityGroup() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
Gets the legal entity group.
getLegalEntityGroup() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Gets the legal entity group.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
Gets the legal entity identifier.
getLegalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the legal entity identifier.
getLegPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Returns the pricer used to price the legs.
getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.ExpandedSwap
Gets the legs of the swap with the specified type.
getLegs() - Method in class com.opengamma.strata.product.swap.ExpandedSwap
Gets the legs of the swap.
getLegs(SwapLegType) - Method in class com.opengamma.strata.product.swap.Swap
Gets the legs of the swap with the specified type.
getLegs() - Method in class com.opengamma.strata.product.swap.Swap
Gets the legs of the swap.
getLocator() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Gets the string form of the locator.
getLongIndex() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
Gets the longer Ibor index.
getLongShort() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Gets whether the option is long or short.
getLongShort() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
Gets whether the option is long or short.
getLongShort() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets whether the option is long or short.
getMap() - Method in class com.opengamma.strata.market.explain.ExplainMap
Gets the map of explanatory values.
getMappings() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule
Gets the single set of mappings.
getMappings() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
Gets mappings that translate data requests from calculators into requests that can be used to look up the data in the global set of market data.
getMappings() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
Gets the market data filters and perturbations that define the scenarios.
getMarketData() - Method in class com.opengamma.strata.market.curve.CurveInputs
Gets the market data.
getMarketDataFeed() - Method in class com.opengamma.strata.basics.market.FxRateId
Gets the market data feed used when looking up the underlying market quotes for the rate.
getMarketDataFeed() - Method in interface com.opengamma.strata.basics.market.ObservableId
Gets the market data feed from which the market data should be retrieved.
getMarketDataFeed() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
Gets market data feed system that is the source of observable market data, for example Bloomberg or Reuters.
getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
Gets the market data feed used to source any quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
Gets the market data feed used to source any quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.CurveGroupId
Gets the market data feed which provides quotes used to build curves in the group.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.CurveInputsId
Gets the market data feed providing the market quotes.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.DiscountCurveId
Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.IndexRateId
Gets the market data feed from which the market data should be retrieved.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.QuoteId
Gets the market data feed from which the market data should be retrieved.
getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.function.MarketDataFunction
Returns the type of market data ID this function can handle.
getMarketDataIdType() - Method in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.calc.marketdata.NoMatchingRulesMarketDataFunction
 
getMarketDataIdType() - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataFilter
Returns the type of market data ID handled by this filter.
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.DiscountCurveMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.IborIndexCurveMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.OvernightIndexCurveMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
 
getMarketDataKey() - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataKey
Gets the market data key identifying the market data value.
getMarketDataKey() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
 
getMarketDataKeyType() - Method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMapping
 
getMarketDataKeyType() - Method in class com.opengamma.strata.calc.marketdata.mapping.MissingMapping
Throws UnsupportedOperationException as this method should never be called.
getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
 
getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
 
getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
 
getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
 
getMarketDataRules() - Method in class com.opengamma.strata.calc.CalculationRules
Gets the rules defining what market data should be used in each calculation.
getMarketDataRules() - Method in class com.opengamma.strata.calc.Column
Gets the market data rules that apply to this column in addition to the default rules.
getMarketDataType() - Method in class com.opengamma.strata.basics.market.FxRateId
 
getMarketDataType() - Method in class com.opengamma.strata.basics.market.FxRateKey
 
getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Gets the type of the market data value used in each scenario.
getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataId
Gets the type of market data that is being identified.
getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataKey
Gets the type of market data identified by the key.
getMarketDataType() - Method in interface com.opengamma.strata.basics.market.ObservableId
 
getMarketDataType() - Method in interface com.opengamma.strata.basics.market.ObservableKey
 
getMarketDataType() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
getMarketDataType() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
getMarketDataType() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
Gets the type of market data handled by this mapping.
getMarketDataType() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
 
getMarketDataType() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.CurveGroupId
 
getMarketDataType() - Method in interface com.opengamma.strata.market.id.CurveId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.CurveInputsId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.CurveGroupKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.CurveInputsKey
 
getMarketDataType() - Method in interface com.opengamma.strata.market.key.CurveKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
 
getMarketEnvironment() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
Gets the market data that was successfully built.
getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the adjustment applied to the effective date to obtain the maturity date.
getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Gets the adjustment applied to the fixing date to obtain the maturity date.
getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the adjustment applied to the effective date to obtain the maturity date.
getMaximumSteps() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
Gets the maximum number of steps for the root finder.
getMeasure(CalculationTarget) - Method in class com.opengamma.strata.calc.Column
Returns the measure displayed in the column for the target.
getMeasure(CalculationTarget) - Method in interface com.opengamma.strata.calc.ColumnDefinition
Returns the measure displayed in the column for the target
getMeasure() - Method in class com.opengamma.strata.calc.runner.CalculationTask
Gets the measure.
getMessage() - Method in class com.opengamma.strata.collect.result.Failure
Gets the error message associated with the failure.
getMessage() - Method in class com.opengamma.strata.collect.result.FailureItem
Gets the error message associated with the failure.
getMetadata() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Gets the curve metadata.
getMetadata() - Method in interface com.opengamma.strata.market.curve.Curve
Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
getMetadata() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
Gets the surface metadata.
getMetadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Gets the surface metadata.
getMetadata() - Method in interface com.opengamma.strata.market.surface.Surface
Gets the surface metadata.
getMetadata() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Gets the surface metadata.
getMinimumPeriod() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Gets the minimum period between the value date and the first future.
getMinorUnitDigits() - Method in class com.opengamma.strata.basics.currency.Currency
Gets the number of digits in the minor unit.
getModel() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Returns a Hull-White one-factor model.
getModifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
Gets the value used to modify the base value.
getMoneyMarketDayCount() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Gets the day count convention for underlying money market instrument points on the curve.
getName() - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.basics.date.DateSequence
Gets the name that uniquely identifies this sequence.
getName() - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Gets the name that uniquely identifies this calendar.
getName() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Gets the calendar name.
getName() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.basics.index.FloatingRateName
Gets the external name, typically from FpML, such as 'GBP-LIBOR-BBA'.
getName() - Method in interface com.opengamma.strata.basics.index.FxIndex
Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the name that uniquely identifies this index.
getName() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Gets the FX index name.
getName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the index name, such as 'GBP-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the index name, such as 'GBP-SONIA'.
getName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Gets the index name, such as 'GB-HICP'.
getName() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.calc.Column
Returns the column name
getName() - Method in interface com.opengamma.strata.calc.ColumnDefinition
Returns the column name
getName() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
Gets the name of this function group.
getName() - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the element name.
getName() - Method in interface com.opengamma.strata.collect.named.Named
Gets the unique name of the instance.
getName() - Method in interface com.opengamma.strata.loader.fpml.FpmlTradeParser
Gets the name that uniquely identifies this parser.
getName() - Method in interface com.opengamma.strata.market.curve.Curve
Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.CurveGroup
Gets the name of the curve group.
getName() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Gets the name of the curve group.
getName() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Gets the curve name.
getName() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
getName() - Method in class com.opengamma.strata.market.id.CurveGroupId
Gets the name of the curve group.
getName() - Method in interface com.opengamma.strata.market.interpolator.CurveExtrapolator
Gets the name that uniquely identifies this extrapolator.
getName() - Method in interface com.opengamma.strata.market.interpolator.CurveInterpolator
Gets the name that uniquely identifies this interpolator.
getName() - Method in class com.opengamma.strata.market.key.CurveGroupKey
Gets the name of the curve group.
getName() - Method in interface com.opengamma.strata.market.surface.Surface
Gets the surface name.
getName() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the convention name, such as 'USD-European'.
getName() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
 
getName() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the convention name, such as 'GBP-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the convention name, such as 'GBP-Deposit'.
getName() - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the convention name, such as 'GBP-LIBOR-3M'.
getName() - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
getName() - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Gets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.
getName() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Gets the index name.
getName() - Method in interface com.opengamma.strata.product.swap.SwapIndex
Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Gets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Gets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Gets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the convention name.
getName() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Gets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.
getName() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the name that uniquely identifies this convention.
getName() - Method in class com.opengamma.strata.product.UnitSecurity
Gets the name of the security, defaulted to an empty string.
getNearLeg() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap
Gets the foreign exchange transaction at the earlier date.
getNearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap
Gets the foreign exchange transaction at the earlier date.
getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the negative rate method, defaulted to 'AllowNegative'.
getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the negative rate method, defaulted to 'AllowNegative'.
getNegativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the negative rate method, defaulted to 'AllowNegative'.
getNextCdsDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
Finds the next CDS date after the specified date.
getNextIndexRollDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
Finds the next CDS index roll date after the specified date.
getNodeIndex() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
Gets the index of the node to shift.
getNodeIndices() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
Gets indices of each curve node, keyed by an object identifying the node.
getNodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the nodes in the curve.
getNodes() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
Gets the nodes that define the curve.
getNominalPayment() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
Gets the nominal payment of the product.
getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
Gets the non-deliverable currency.
getNonDeliverableCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the non-deliverable currency.
getNonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Gets keys identifying the market data values required for the calculations.
getNotional() - Method in class com.opengamma.strata.product.bond.BondFuture
Obtains the notional of underlying fixed coupon bonds.
getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the notional amount, must be positive.
getNotional() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the notional amount, must be nonnegative.
getNotional() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotional() - Method in class com.opengamma.strata.product.credit.ExpandedCds
Gets the notional amount used to calculate fee payments.
getNotional() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
Gets the notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e.
getNotional() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.fra.ExpandedFra
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.fra.Fra
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
Gets the notional of the futures.
getNotional() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the notional amount, positive if receiving, negative if paying.
getNotional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotionalAmount() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
getNotionalAmount() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the notional as a CurrencyAmount.
getNotionalAmount() - Method in interface com.opengamma.strata.product.swap.NotionalPaymentPeriod
The notional amount, positive if receiving, negative if paying.
getNotionalAmount() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the notional schedule.
getNumberOfPoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Gets the number of nodes.
getNumberOfPoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Gets the number of nodes.
getNuSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Gets the value of the nu sensitivity.
getObservableRateKey(CurrencyPair) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
Returns a key identifying the market quote for an observable FX rate.
getObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Gets keys identifying the market data values required for the calculations.
getObservableValues(Set<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
Gets a map of observable market data values for a set of IDs.
getOrder() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Gets the curve order.
getOurPartyHrefId() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Gets our party href/id reference.
getOutputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
Gets the currencies used in the calculation results.
getOutputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Gets the currencies in the calculation results.
getOverrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional start date of the first schedule period, overriding normal schedule generation.
getPair() - Method in class com.opengamma.strata.basics.currency.FxRate
Gets the currency pair.
getPair() - Method in class com.opengamma.strata.basics.currency.FxRatesArray
Gets the currency pair.
getPair() - Method in class com.opengamma.strata.basics.market.FxRateId
Gets the currency pair that is required.
getPair() - Method in class com.opengamma.strata.basics.market.FxRateKey
Gets the currency pair that is required.
getParameterCount() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
getParameterCount() - Method in interface com.opengamma.strata.market.curve.Curve
Gets the number of parameters in the curve.
getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Gets the number of parameters in the curve.
getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
Gets the number of parameters.
getParameterCount() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Gets the number of parameters in the curve.
getParameterCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
getParameterCount() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
Gets the number of parameters in the curve.
getParameterCount() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
getParameterCount() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
getParameterCount() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
getParameterCount() - Method in interface com.opengamma.strata.market.surface.Surface
Gets the number of parameters in the surface.
getParameterCount() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Gets the number of parameters in the surface.
getParameterCount() - Method in interface com.opengamma.strata.market.view.DiscountFactors
Gets the number of parameters defining the curve.
getParameterCount() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
getParameterCount() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
getParameterCount() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
getParameterCount() - Method in interface com.opengamma.strata.market.view.IborIndexRates
Gets the number of parameters defining the curve.
getParameterCount() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Gets the number of parameters defining the curve.
getParameterCount() - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Gets the number of parameters defining the curve.
getParameterCount() - Method in interface com.opengamma.strata.market.view.PriceIndexValues
Gets the number of parameters defining the curve.
getParameterCount() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Gets the number of parameters defining the curve.
getParameterCount() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
getParameterCount() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
getParameterCount() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
getParameterMetadata() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets metadata about each parameter underlying the curve, optional.
getParameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Gets the metadata about the parameters.
getParameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Gets the metadata about the parameters.
getParameterMetadata() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets metadata about each parameter underlying the surface.
getParameters() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
Gets the log-normal volatility surface.
getParameters() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Gets the Hull-White model parameters.
getParameters() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Gets the normal volatility surface.
getParameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Gets the SABR model parameters.
getParRates() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Gets the par rate at each curve node.
getParRates() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Gets the par rate at each curve node.
getParties() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Gets the map of party identifiers keyed by href/id reference.
getPayLeg() - Method in class com.opengamma.strata.product.cms.Cms
Gets the optional pay leg of the product.
getPayLeg() - Method in class com.opengamma.strata.product.cms.ExpandedCms
Gets the optional pay leg of the product.
getPayLeg() - Method in class com.opengamma.strata.product.swap.Swap
Gets the first pay leg of the swap.
getPayment() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Gets the upfront fee payment of the bond trade.
getPayment() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
Gets the payment.
getPaymentAmount() - Method in class com.opengamma.strata.product.swap.NotionalExchange
Gets the amount of the notional exchange.
getPaymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
getPaymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow
Gets the payment date.
getPaymentDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
getPaymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the date that payment occurs.
getPaymentDate() - Method in class com.opengamma.strata.product.fra.ExpandedFra
Gets the date that payment occurs.
getPaymentDate() - Method in class com.opengamma.strata.product.fra.Fra
Gets the payment date.
getPaymentDate() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
Gets the date that the forward settles.
getPaymentDate() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
Returns the date that the transaction settles.
getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the date that the forward settles.
getPaymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the date that the FX settles.
getPaymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the date that the payment is made.
getPaymentDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
getPaymentDate() - Method in class com.opengamma.strata.product.swap.NotionalExchange
Gets the date that the payment is made.
getPaymentDate() - Method in interface com.opengamma.strata.product.swap.PaymentEvent
Gets the date that the payment is made.
getPaymentDate() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
Gets the date that the payment is made.
getPaymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the date that payment occurs.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the offset of payment from the base calculation period date.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the offset of the payment date from the start date, providing a default result if no override specified.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the offset of payment from the base calculation period date.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the offset of payment from the base date, providing a default result if no override specified.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the offset of payment from the base date, providing a default result if no override specified.
getPaymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the offset of payment from the base date, providing a default result if no override specified.
getPaymentEvents() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
Gets the payment events that are associated with the swap leg.
getPaymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the additional payment events that are associated with the swap leg.
getPaymentFrequency() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
Gets the periodic frequency defining when payments are made.
getPaymentFrequency() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the payment frequency.
getPaymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the payment frequency.
getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the periodic frequency of payments.
getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the periodic frequency of payments, providing a default result if no override specified.
getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the periodic frequency of payments, providing a default result if no override specified.
getPaymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the periodic frequency of payments, providing a default result if no override specified.
getPaymentInterval() - Method in class com.opengamma.strata.product.credit.ExpandedCds
Gets the nominal period between premium payments, such as 3 months or 6 months.
getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
Gets the payment periods that combine to form the swap leg.
getPaymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the payment periods that combine to form the swap leg.
getPaymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Gets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.
getPaymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the periodic payment schedule.
getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets the payment period schedule.
getPaymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the payment schedule.
getPayoffCurrency() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Gets the currency on which the payoff occurs.
getPayReceive() - Method in class com.opengamma.strata.basics.currency.Payment
Gets a flag indicating whether the value is to be paid or received.
getPayReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment
Gets whether the payment is to be paid or received.
getPayReceive() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets whether the leg is pay or receive.
getPeriod() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Gets the period to be added.
getPeriod() - Method in class com.opengamma.strata.basics.date.Tenor
Gets the underlying period of the tenor.
getPeriod() - Method in class com.opengamma.strata.basics.schedule.Frequency
Gets the underlying period of the frequency.
getPeriod(int) - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets a schedule period by index.
getPeriodEndDate(LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Gets the end date of the schedule period.
getPeriodEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.Schedule
Finds the period end date given a date in the period.
getPeriodicPayments() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
Gets the periodic payments of the product.
getPeriodicPayments() - Method in class com.opengamma.strata.product.credit.FeeLeg
Gets the periodic schedule of payments.
getPeriodicSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the accrual schedule.
getPeriodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep
Gets the index of the schedule period boundary at which the change occurs.
getPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the schedule periods.
getPeriodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Gets the period between the spot value date and the end date.
getPeriodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Gets the period between the spot value date and the far date.
getPeriodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Gets the period between the spot value date and the near date.
getPeriodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Gets the period between the spot value date and the start date.
getPerturbation() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
Gets perturbation that should be applied to market data as part of a scenario.
getPremium() - Method in class com.opengamma.strata.product.cms.CmsTrade
Gets the optional premium of the product.
getPremium() - Method in class com.opengamma.strata.product.equity.EquityTrade
Gets the premium paid for the trade.
getPremium() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
Gets the premium of the FX option.
getPremium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
Gets the premium of the swaption.
getPremiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the style of the option premium.
getPremiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the style of the option premium.
getPresentValue() - Method in class com.opengamma.strata.market.amount.CashFlow
Gets the present value of the cash flow.
getPreviousCdsDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
Finds the previous CDS date after the specified date.
getPriceIndexValues() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Gets the price index values, defaulted to an empty map.
getPricingRules() - Method in class com.opengamma.strata.calc.CalculationRules
Gets the rules defining how calculations should be performed.
getPricingRules() - Method in class com.opengamma.strata.calc.Column
Gets the pricing rules that apply to this column in addition to the default rules.
getProduct() - Method in class com.opengamma.strata.product.cms.CmsTrade
Gets the CMS product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.credit.CdsTrade
Gets the credit default swap that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Gets the Ibor fixing deposit product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
Gets the term deposit product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fra.FraTrade
Gets the FRA product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
Gets the product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
Gets the product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
Gets the FX swap product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
Gets the FX option product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Gets the product that was agreed when the trade occurred.
getProduct() - Method in interface com.opengamma.strata.product.ProductTrade
Gets the underlying product that was agreed when the trade occurred.
getProduct() - Method in interface com.opengamma.strata.product.Security
Gets the product underlying the security.
getProduct() - Method in interface com.opengamma.strata.product.SecurityTrade
Gets the underlying product that was agreed when the trade occurred, throwing an exception if not resolved.
getProduct() - Method in class com.opengamma.strata.product.swap.SwapTrade
Gets the swap product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
Gets the swaption product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.product.UnitSecurity
Gets the product that was agreed when the trade occurred.
getProductId() - Method in class com.opengamma.strata.product.future.GenericFuture
Gets the base product identifier.
getProductId() - Method in class com.opengamma.strata.product.future.GenericFutureOption
Gets the base product identifier.
getProductPricer() - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer
Returns the pricer used to price the product underlying the trade.
getProductPricer() - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
 
getProductPricer() - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
Returns the pricer used to price the product underlying the trade.
getProductPricer() - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
 
getProductPricer() - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer
Returns the pricer used to price the product underlying the trade.
getProductPricer() - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
 
getProductPricer() - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
 
getProductPricer() - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
Returns the pricer used to price the product underlying the trade.
getProductPricer() - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
 
getProductPricer() - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureTradePricer
Returns the pricer used to price the product underlying the trade.
getProductPricer() - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
 
getProductType() - Method in class com.opengamma.strata.product.SecurityLink
Gets the product type.
getProperties() - Method in class com.opengamma.strata.collect.io.PropertiesFile
Gets all the key-value properties of this file.
getPublicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the number of days to add to the fixing date to obtain the publication date.
getPublicationDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the number of days to add to the fixing date to obtain the publication date.
getPublicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Gets the publication frequency of the index.
getPublicationFrequency() - Method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the frequency that the index is published.
getPutCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.future.GenericFutureOption
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets whether the option is put or call.
getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Gets the quantity, indicating the number of option contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Gets the quantity, indicating the number of contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Gets the quantity, indicating the number of bond contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.product.equity.EquityTrade
Gets the quantity of the equity that has been traded.
getQuantity() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
Gets the quantity, indicating the number of contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.product.future.GenericFutureTrade
Gets the quantity, indicating the number of contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Gets the quantity, indicating the number of option contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Gets the quantity, indicating the number of future contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
Gets the quantity, indicating the number of future contracts in the trade.
getQuotes() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
Gets the values of the quotes.
getRange() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Gets the range of dates that may be queried.
getRate() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
Gets the fixed rate of interest.
getRate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the fixed interest rate to be paid.
getRate() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
Gets the fixed rate to be paid.
getRate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
Gets the interest rate to be paid.
getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Gets the number of business days before the end of the period that the rate is cut off.
getRateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Gets the number of business days before the end of the period that the rate is cut off.
getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
getRateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
getRateDigits() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Gets the number of digits in the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Gets the key identifying the market data value which provides the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Gets the key identifying the market data value which provides the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Gets the key identifying the market data value which provides the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Gets the key identifying the market data value which provides the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Gets the key identifying the market data value which provides the price.
getRateKey() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Gets the key identifying the market data value which provides the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Gets the key identifying the market data value which provides the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Gets the key identifying the market data value which provides the rate.
getRateObservation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the rate to be observed.
getReason() - Method in class com.opengamma.strata.collect.result.Failure
Gets the reason associated with the failure.
getReason() - Method in class com.opengamma.strata.collect.result.FailureItem
Gets the reason associated with the failure.
getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
Gets the currency amount in which the amount is received.
getReceiveCurrencyAmount() - Method in class com.opengamma.strata.product.fx.FxSingle
Gets the currency amount in which the amount is received.
getReceiveLeg() - Method in class com.opengamma.strata.product.swap.Swap
Gets the first receive leg of the swap.
getRecoveryRate() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
Gets the recovery rate.
getReferenceCounterCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
Gets the currency counter to the reference currency.
getReferenceCounterCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Gets the currency counter to the reference currency.
getReferenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
Gets the reference currency.
getReferenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Gets the reference currency.
getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset
Gets the currency of the notional amount defined in the contract.
getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Gets the currency of the notional amount defined in the contract.
getReferenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Gets the currency of the notional amount defined in the contract.
getReferenceDate() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
Gets the date to query the rate for.
getReferenceEndInterpolationMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
Gets the reference month used for interpolation for the index relative to the accrual end date.
getReferenceEndMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
Gets the reference month for the index relative to the accrual end date.
getReferenceEndMonth() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
Gets the reference month for the index relative to the accrual end date.
getReferenceEntityId() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
Gets the CDS single-name identifier, such as a RED entity code.
getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
Gets the information that identifies the index.
getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
Gets the information that identifies the single-name.
getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
Gets the information that identifies the single-name.
getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
Gets the information that identifies the single-name.
getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
Gets the information that identifies the index.
getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
Gets the information that identifies the single-name.
getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
Gets the information that identifies the single-name.
getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
Gets the information that identifies the single-name.
getReferenceInformation() - Method in class com.opengamma.strata.product.credit.Cds
Gets the reference against which protection applies.
getReferenceMonth() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
Gets the reference month for the index.
getReferences() - Method in class com.opengamma.strata.collect.io.XmlFile
Gets the reference map of id to element.
getReferences() - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Gets the map of href/id references.
getReferenceStartInterpolationMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
Gets the reference month used for interpolation for the index relative to the accrual start date.
getReferenceStartMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
Gets the reference month for the index relative to the accrual start date.
getReferenceStartMonth() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
Gets the reference month for the index relative to the accrual start date.
getRegion() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Gets the region of the index.
getRegion() - Method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the region that the index is defined for.
getRegularPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the regular schedule periods.
getRelativeTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
Gets the relative tolerance for the root finder.
getRemainingTokens() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
Returns the tokens remaining in the expression after evaluation.
getReportingRules() - Method in class com.opengamma.strata.calc.CalculationRules
Gets the rules defining how calculation results should be reported.
getReportingRules() - Method in class com.opengamma.strata.calc.Column
Gets the reporting rules that apply to this column in addition to the default rules.
getReportType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
 
getReportType() - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader
Gets the type of report handled by this loader.
getReportType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
 
getRequirements() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
Gets the market data that is required to perform the calculations.
getResetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule
Gets the periodic frequency of reset dates.
getResetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the reset schedule, used when averaging rates, optional.
getRestructuringClause() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
Gets the applicable restructuring.
getResult() - Method in class com.opengamma.strata.calc.runner.CalculationResult
Gets the result of the calculation.
getResult() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
Returns the result of evaluating the expression against the object.
getResults() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
Gets the individual results.
getRhoSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Gets the value of the rho sensitivity.
getRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional convention defining how to roll dates.
getRollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the roll convention used when building the schedule.
getRollConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
Gets the roll convention
getRollConvention() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the roll convention.
getRollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the roll convention.
getRollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the convention defining how to roll dates, providing a default result if no override specified.
getRollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the convention defining how to roll dates, providing a default result if no override specified.
getRollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the convention defining how to roll dates, providing a default result if no override specified.
getRoot() - Method in class com.opengamma.strata.collect.io.XmlFile
Gets the root element of this file.
getRounding() - Method in class com.opengamma.strata.product.bond.BondFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the definition of how to round the option price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.IborFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the definition of how to round the option price, defaulted to no rounding.
getRowCount() - Method in class com.opengamma.strata.calc.runner.Results
Gets the number of rows in the results.
getRowCount() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
getRowCount() - Method in interface com.opengamma.strata.report.Report
Gets the number of rows in the report table.
getRowCount() - Method in class com.opengamma.strata.report.trade.TradeReport
 
getRowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult
Gets the row index of the value in the results grid.
getRules() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
Gets the individual rules that make up this set of market data rules.
getRules() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
Gets the individual rules that make up this set of pricing rules.
getRunInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the instant at which the report was run.
getRunInstant() - Method in interface com.opengamma.strata.report.Report
Gets the instant at which the report was run, which is independent of the valuation date.
getRunInstant() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the instant at which the report was run.
getScalingFactor() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Gets the scaling factor.
getScenarioCount() - Method in class com.opengamma.strata.basics.currency.FxRatesArray
 
getScenarioCount() - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Gets the number of scenarios for which this box contains data.
getScenarioCount() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
getScenarioCount() - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataValue
Gets the number of scenarios for which this object contains data.
getScenarioCount() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
 
getScenarioCount() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
Gets the number of scenarios.
getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
Gets the number of scenarios.
getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
 
getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Gets the number of scenarios.
getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
Returns the number of scenarios for which this mapping can generate data.
getScenarioCount() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
Returns the number of scenarios.
getScenarioCount() - Method in interface com.opengamma.strata.calc.marketdata.scenario.ScenarioPerturbation
Returns the number of scenarios for which this perturbation generates data.
getScenarioCount() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
 
getScenarioCount() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
 
getScenarioCount() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
 
getScenarioMarketDataType() - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataKey
Gets the type of the object containing the market data for all scenarios.
getScenarioMarketDataType() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
 
getScenarioNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
Gets the names of the scenarios.
getScenarioValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Gets the market data value containing data for multiple scenarios.
getScenarioValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
getScenarioValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
getScenarioValue(ScenarioMarketDataKey<T, U>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
Gets an object containing market data for multiple scenarios.
getScheme() - Method in class com.opengamma.strata.collect.id.StandardId
Gets the scheme that categorizes the identifier value.
getSeasonality() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
Gets describes the seasonal adjustments.
getSecond() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the second element in this pair.
getSecurity() - Method in interface com.opengamma.strata.product.SecurityTrade
Gets the security that was traded, throwing an exception if not resolved.
getSecurityLink() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Gets the link to the option that was traded.
getSecurityLink() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Gets the link to the future that was traded.
getSecurityLink() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Gets the link to the fixed coupon bond that was traded.
getSecurityLink() - Method in class com.opengamma.strata.product.equity.EquityTrade
Gets the link to the equity that was traded.
getSecurityLink() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
Gets the link to the future that was traded.
getSecurityLink() - Method in class com.opengamma.strata.product.future.GenericFutureTrade
Gets the link to the future that was traded.
getSecurityLink() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Gets the link to the option that was traded.
getSecurityLink() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Gets the link to the future that was traded.
getSecurityLink() - Method in interface com.opengamma.strata.product.SecurityTrade
Gets the link to the security that was traded.
getSecurityLink() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
Gets the link to the future that was traded.
getSeniority() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
Gets the seniority.
getSensitivities() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Gets the parameter sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Gets the parameter sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Gets the immutable list of point sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Gets the point sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Gets the parameter sensitivities.
getSensitivity(CurveName, Currency) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Gets a single sensitivity instance by name and currency.
getSensitivity() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Gets the parameter sensitivity values.
getSensitivity(CurveName) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Gets a single sensitivity instance by name.
getSensitivity() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Gets the parameter sensitivity values.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Gets the point sensitivity value.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
Gets the value of the sensitivity.
getSensitivity(SurfaceName, Currency) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Gets a single sensitivity instance by name and currency.
getSensitivity() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Gets the parameter sensitivity values.
getSequenceNumber() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Gets the sequence number of the futures.
getSettleLagDays() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the settlement lag in days.
getSettleLagDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the settlement lag in days.
getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
Gets the settlement currency.
getSettlementCurrency() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the settlement currency.
getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
getSettlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf
Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
getSettlementDate() - Method in class com.opengamma.strata.product.swaption.CashSettlement
Gets the settlement date.
getSettlementDate() - Method in class com.opengamma.strata.product.TradeInfo
Gets the settlement date, optional.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
Gets the number of days between valuation date and settlement date.
getSettlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets the number of days between valuation date and settlement date.
getSettlementNotional() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
Gets the settlement notional.
getSettlementType() - Method in class com.opengamma.strata.product.swaption.CashSettlement
 
getSettlementType() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
 
getSettlementType() - Method in interface com.opengamma.strata.product.swaption.SwaptionSettlement
Gets the settlement type of swaption.
getShiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
Gets the amount by which the y-values are shifted.
getShiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
Gets the amount by which the y-value is shifted.
getShiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
Gets the amount by which y-values are shifted.
getShiftAmounts() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
Gets the amount by which the y-values are shifted.
getShifts() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
Gets the shift to apply to the rates.
getShifts() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
Gets the shift to apply to the rates.
getShiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
Gets the type of shift to apply to the y-values of the curve.
getShiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
Gets the type of shift applied to the curve rates.
getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
Gets the type of shift to apply to the y-values of the curve.
getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
Gets the type of shift applied to the curve rates.
getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
Gets the type of shift to apply to the y-value.
getShiftType() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
Gets the type of shift to apply to the y-values of the curve.
getShortIndex() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
Gets the shorter Ibor index.
getSingleValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Gets the single market data value used for all scenarios if available.
getSingleValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
getSingleValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
getSingleValueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
Gets details of failures when building single market data values.
getSingleValueRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
Gets keys identifying the market data values required for the calculations.
getSpotDateAsOf(LocalDate) - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Apply the spot days settlement lag and adjust using the conventions
getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDays() - Method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Gets the spot day settlement lag for any underlying swap instruments.
getSpread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Gets the spread rate, with a 5% rate expressed as 0.05, optional.
getSpread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Gets the spread rate, optional.
getSpread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the spread rate, defaulted to 0.
getSpreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
Gets the spread curve.
getSpreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the market convention of the floating leg to which the spread leg is added.
getSpreadFloatingLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the market convention of the floating leg to which the spread leg is added.
getSpreadKey() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Gets the key identifying the market data value which provides the spread.
getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Gets the market convention of the fixed leg for the spread.
getSpreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Gets the market convention of the spread leg.
getSpreadLeg() - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getStackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem
Gets stack trace where the failure occurred.
getStandardId() - Method in interface com.opengamma.strata.basics.index.Index
Returns the standard identifier of the index.
getStandardId() - Method in interface com.opengamma.strata.basics.market.ObservableId
Gets the standard identifier identifying the data.
getStandardId() - Method in interface com.opengamma.strata.basics.market.ObservableKey
Gets the standard identifier identifying the data.
getStandardId() - Method in interface com.opengamma.strata.collect.id.Link
Gets the identifier of the target.
getStandardId() - Method in class com.opengamma.strata.collect.id.StandardId
Gets the standard identifier, which simply returns this.
getStandardId() - Method in interface com.opengamma.strata.collect.id.StandardIdentifiable
Gets the standard identifier for the instance.
getStandardId() - Method in class com.opengamma.strata.collect.id.StandardLink
 
getStandardId() - Method in class com.opengamma.strata.market.id.IndexRateId
 
getStandardId() - Method in class com.opengamma.strata.market.id.QuoteId
Gets the ID of the data, typically an ID from an external data provider.
getStandardId() - Method in class com.opengamma.strata.market.key.IndexRateKey
 
getStandardId() - Method in class com.opengamma.strata.market.key.QuoteKey
Gets the ID of the market data that is required, typically an ID from an external data provider.
getStandardId() - Method in interface com.opengamma.strata.product.Security
The primary standard identifier for the security.
getStandardId() - Method in class com.opengamma.strata.product.SecurityLink
Gets the identifier of the security.
getStandardId() - Method in class com.opengamma.strata.product.UnitSecurity
Gets the primary standard identifier for the security.
getStart() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Gets the start date, inclusive.
getStartDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Gets the start date of the schedule.
getStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the start date, which is the start of the first schedule period.
getStartDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the start date of the schedule.
getStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Gets the start date of this period, used for financial calculations such as interest accrual.
getStartDate() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
Gets the start date of the product.
getStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.cms.CmsLeg
Gets the start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg
Gets the start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.credit.Cds
Gets the first date of the term of the trade.
getStartDate() - Method in class com.opengamma.strata.product.credit.ExpandedCds
Gets the date that the CDS nominally starts in terms of premium payments.
getStartDate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.product.fra.ExpandedFra
Gets the start date, which is the effective date of the FRA.
getStartDate() - Method in class com.opengamma.strata.product.fra.Fra
Gets the start date, which is the effective date of the FRA.
getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Gets the first date in the fixing period.
getStartDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Gets the first date in the fixing period.
getStartDate() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
Gets the start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
Gets the start date of the payment period.
getStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Gets the start date of the leg.
getStartDate() - Method in interface com.opengamma.strata.product.swap.PaymentPeriod
Gets the start date of the period.
getStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the start date of the accrual period.
getStartDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Gets the start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Gets the start date of the period.
getStartDate() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the start date of the leg.
getStartDate() - Method in class com.opengamma.strata.product.swap.Swap
Gets the start date of the swap.
getStartDate() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets the start date of the leg.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional business day adjustment to apply to the start date.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
getStepInDays() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the number of step-in days.
getStepInDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the number of step-in days.
getSteps() - Method in class com.opengamma.strata.basics.value.ValueSchedule
Gets the steps defining the change in the value.
getStrike() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
Gets the option strike rate.
getStrike() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Gets the swaption strike rate.
getStrike() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
Gets the swaption strike rate.
getStrike() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
Gets the strike of the surface node.
getStrike() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
Gets the strike of the surface node.
getStrike() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Gets the strike of the option.
getStrikePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
Gets the option strike price.
getStrikePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the option strike price.
getStrikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the strike price, represented in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.future.GenericFutureOption
Gets the strike price, represented in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the strike price, represented in decimal form.
getStubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional convention defining how to handle stubs.
getStubConvention() - Method in class com.opengamma.strata.product.credit.ExpandedCds
Gets the stub convention to use.
getStubConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
Gets the stub convention to use.
getStubConvention() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets the stub convention.
getStubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets the stub convention.
getStubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Gets the convention defining how to handle stubs, providing a default result if no override specified.
getStubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the convention defining how to handle stubs, providing a default result if no override specified.
getStubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Gets the convention defining how to handle stubs, providing a default result if no override specified.
getSurface() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
Gets the black volatility surface.
getSurface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
Gets the Black volatility surface.
getSurface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
Gets the normal volatility surface.
getSurfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Gets the surface name.
getSurfaceName() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Gets the surface name.
getSurfaceName() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets the surface name.
getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Gets the swap pricer.
getSwapPricer() - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Gets the swap pricer.
getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
Gets settlement method.
getSwaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets settlement method.
getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationResult
Gets the target of the calculation, often a trade.
getTarget() - Method in class com.opengamma.strata.calc.runner.CalculationTask
Gets the target.
getTargets() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
Gets the targets that will be calculated.
getTargetType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
Gets the type of the calculation target handled by the functions in the group.
getTargetType() - Method in interface com.opengamma.strata.collect.id.Link
Gets the target type.
getTargetType() - Method in class com.opengamma.strata.collect.id.StandardLink
 
getTargetType() - Method in class com.opengamma.strata.product.SecurityLink
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
Gets the type against which tokens can be evaluated in this implementation.
getTargetType() - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
 
getTargetTypeToken() - Method in interface com.opengamma.strata.collect.id.Link
Gets the target type token.
getTargetTypeToken() - Method in class com.opengamma.strata.product.SecurityLink
 
getTaskRunner() - Method in interface com.opengamma.strata.calc.CalculationRunner
Gets the underlying task runner.
getTasks() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
Gets the tasks that perform the individual calculations.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Gets the template for the swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Gets the template for the swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Gets the template for the FRA associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Gets the template for the FX Swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Gets the template for the Ibor fixing deposit associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Gets the template for the Ibor Futures associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Gets the template for the swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Gets the template for the term deposit associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Gets the template for the swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Gets the template for the swap associated with this node.
getTemplate() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Gets the template for creating Fixed-Ibor swap.
getTemplate() - Method in interface com.opengamma.strata.product.swap.SwapIndex
Gets the template for creating Fixed-Ibor swap.
getTenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Gets the tenor to be added.
getTenor() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the tenor of the index.
getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the tenor of the index.
getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the tenor of the index, which is always one day.
getTenor() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the tenor of the index.
getTenor() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
Gets the tenor of the instrument behind the curve node.
getTenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Gets the underlying swap tenor.
getTenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
Gets the underlying swap tenor.
getTenor() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
Gets the tenor of the surface node.
getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Gets the tenor of the swap.
getThird() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the third element in this pair.
getTickSize() - Method in class com.opengamma.strata.product.future.GenericFuture
Gets the size of each tick.
getTickSize() - Method in class com.opengamma.strata.product.future.GenericFutureOption
Gets the size of each tick.
getTickValue() - Method in class com.opengamma.strata.product.future.GenericFuture
Gets the monetary value of one tick.
getTickValue() - Method in class com.opengamma.strata.product.future.GenericFutureOption
Gets the monetary value of one tick.
getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
getTimeSeries() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
Gets the time-series.
getTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.basics.market.MarketData
Gets the time-series identified by the specified key, empty if not found.
getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
Gets the time-series identified by the specified key, empty if not found.
getTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
Gets the time-series identified by the specified key, empty if not found.
getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
 
getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Gets keys identifying the time series of market data values required for the calculations.
getTimeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
getTimeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Gets the time series of market data values, keyed by ID.
getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData
 
getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Gets details of failures when building time series of market data values.
getTimeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
Gets details of failures when building time series of market data values.
getTimeSeriesRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
Gets keys identifying the time series of market data values required for the calculations.
getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Gets the total number of parameters in the group.
getTotalParameterCount() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Gets the total number of parameters.
getTotalWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
Gets total weight of all the fixings in this observation.
getTradeDate() - Method in class com.opengamma.strata.product.TradeInfo
Gets the trade date, optional.
getTradeInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.cms.CmsTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.credit.CdsTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.equity.EquityTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in interface com.opengamma.strata.product.FinanceTrade
The additional trade information.
getTradeInfo() - Method in class com.opengamma.strata.product.fra.FraTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.future.GenericFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.swap.SwapTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements
Gets the trade-level measure requirements.
getTradePrice() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
Gets the trade price of the future.
getTrades() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the trades on which the results are calculated.
getTradeTime() - Method in class com.opengamma.strata.product.TradeInfo
Gets the trade time, optional.
getTradeType() - Method in interface com.opengamma.strata.pricer.calibration.CalibrationMeasure
Gets the trade type of the calibrator.
getTradeType() - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
 
getTradeTypes() - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
Gets the supported trade types.
getTriangulationCurrency() - Method in class com.opengamma.strata.basics.currency.Currency
Gets the preferred triangulation currency.
getType() - Method in class com.opengamma.strata.basics.index.FloatingRateName
Gets the type of the index.
getType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
Gets the type of adjustment to make.
getType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in class com.opengamma.strata.market.option.DeltaStrike
 
getType() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
getType() - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
getType() - Method in class com.opengamma.strata.market.option.SimpleStrike
 
getType() - Method in interface com.opengamma.strata.market.option.Strike
Gets the type of the strike.
getType() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
Gets the type of the reference.
getType() - Method in interface com.opengamma.strata.product.credit.ReferenceInformation
Gets the type of the underlying.
getType() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
Gets the type of the reference.
getType() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
getType() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
getType() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
getType() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
getType() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
getType() - Method in interface com.opengamma.strata.product.swap.RateCalculation
Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
getType() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in interface com.opengamma.strata.product.swap.SwapLeg
Gets the type of the leg, such as Fixed or Ibor.
getTyped(ReferenceDataId) - Method in interface com.opengamma.strata.basics.market.ReferenceData
Gets the typed reference data for the specified identifier.
getTypedValues() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
Gets the typed reference data values by identifier.
getUnadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate
Gets the unadjusted date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the unadjusted end date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the unadjusted start date.
getUnderlying() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the underlying bond future that was traded, throwing an exception if not resolved.
getUnderlying() - Method in class com.opengamma.strata.product.future.GenericFutureOption
Gets the underlying future that was traded, throwing an exception if not resolved.
getUnderlying() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Gets the underlying foreign exchange transaction.
getUnderlying() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the underlying Ibor future that was traded, throwing an exception if not resolved.
getUnderlying() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
Gets the underlying swap.
getUnderlying() - Method in class com.opengamma.strata.product.swaption.Swaption
Gets the underlying swap.
getUnderlyingCurve() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
Gets the underlying curve.
getUnderlyingLink() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the link to the underlying future.
getUnderlyingLink() - Method in class com.opengamma.strata.product.future.GenericFutureOption
Gets the link to the underlying future.
getUnderlyingLink() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the link to the underlying future.
getUnderlyingQuantity() - Method in class com.opengamma.strata.product.future.GenericFutureOption
Gets the quantity of the underlying future that the option refers to, defaulted to 1.
getUnderlyingSecurity() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Gets the underlying bond future security that was traded, throwing an exception if not resolved.
getUnderlyingSecurity() - Method in class com.opengamma.strata.product.future.GenericFutureOption
Gets the underlying future security that was traded, throwing an exception if not resolved.
getUnderlyingSecurity() - Method in class com.opengamma.strata.product.index.IborFutureOption
Gets the underlying Ibor future security that was traded, throwing an exception if not resolved.
getUnderlyingSwap() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Obtains the underlying swap.
getUnderlyingSwap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
Gets the underlying swap.
getUnits() - Method in class com.opengamma.strata.basics.date.Tenor
Gets the units supported by a tenor.
getUnits() - Method in class com.opengamma.strata.basics.schedule.Frequency
Gets the unit of this periodic frequency.
getUpfrontFee() - Method in class com.opengamma.strata.product.credit.FeeLeg
Gets the upfront fee.
getUpfrontFeeAmount() - Method in class com.opengamma.strata.product.credit.ExpandedCds
Gets the upfront fee amount, optional.
getUpfrontFeePaymentDate() - Method in class com.opengamma.strata.product.credit.ExpandedCds
Gets the upfront fee date, optional.
getValuationDate() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
Gets the valuation date associated with the market data.
getValuationDate() - Method in interface com.opengamma.strata.basics.market.MarketData
Gets the valuation date of the market data.
getValuationDate() - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
Gets a box that can provide the valuation date of each scenario.
getValuationDate() - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
Gets a box that can provide the valuation date of each scenario.
getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
 
getValuationDate() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Gets the valuation date associated with the data.
getValuationDate() - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData
 
getValuationDate() - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider
 
getValuationDate() - Method in interface com.opengamma.strata.market.MarketDataView
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
getValuationDate() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
getValuationDate() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.market.view.FxForwardRates
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.report.Report
Gets the valuation date of the results driving the report.
getValuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the valuation date.
getValuationDateTime() - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
Gets the valuation date-time.
getValuationDateTime() - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Gets the valuation date.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Gets the valuation date-time.
getValuationDateTime() - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
Gets the valuation date-time.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Gets the valuation date-time.
getValue(int) - Method in class com.opengamma.strata.basics.currency.FxRatesArray
Returns the FX rate for a scenario.
getValue() - Method in class com.opengamma.strata.basics.currency.Payment
Gets the amount of the payment.
getValue(MarketDataKey<T>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
getValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.basics.market.MarketData
Gets the market data value identified by the specified key.
getValue(int) - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Gets the market data value associated with the specified scenario.
getValue(ReferenceDataId, Class<T>) - Method in interface com.opengamma.strata.basics.market.ReferenceData
Gets the reference data value for the specified identifier and type.
getValue(int) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
getValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
Gets the market data value which provides data for multiple scenarios.
getValue(int) - Method in interface com.opengamma.strata.basics.market.ScenarioMarketDataValue
Gets the market data value associated with the specified scenario.
getValue(int) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
 
getValue(int) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
getValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
Gets the market data value used in all scenarios.
getValue(Class<T>) - Method in interface com.opengamma.strata.basics.market.TypedReferenceData
Gets the reference data value for the specified type.
getValue() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
Gets the value of the variable.
getValue() - Method in class com.opengamma.strata.basics.value.ValueStep
Gets the value representing the change that occurs.
getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationEnvironment
Gets a box that can provide an item of market data for a scenario.
getValue(MarketDataKey<T>) - Method in interface com.opengamma.strata.calc.marketdata.CalculationMarketData
Gets a box that can provide an item of market data for a scenario.
getValue(MarketDataKey<T>) - Method in class com.opengamma.strata.calc.marketdata.DefaultCalculationMarketData
 
getValue(MarketDataId<T>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
getValue(MarketDataKey<T>) - Method in class com.opengamma.strata.calc.runner.SingleCalculationMarketData
 
getValue() - Method in class com.opengamma.strata.collect.id.StandardId
Gets the value of the identifier within the scheme.
getValue() - Method in class com.opengamma.strata.collect.result.Result
Returns the actual result value if calculated successfully, throwing an exception if a failure occurred.
getValue() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Gets the value.
getValue() - Method in class com.opengamma.strata.market.option.DeltaStrike
Gets the value of absolute delta.
getValue() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
Gets the value of log-moneyness.
getValue() - Method in class com.opengamma.strata.market.option.MoneynessStrike
Gets the value of moneyness.
getValue() - Method in class com.opengamma.strata.market.option.SimpleStrike
Gets the value of strike.
getValue() - Method in interface com.opengamma.strata.market.option.Strike
Gets the value of the strike.
getValue(int) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
 
getValue() - Method in class com.opengamma.strata.product.payment.BulletPayment
Gets the amount of the payment.
getValue() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
Gets the reference to a value to display in this column.
getValueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Gets details of failures when building single market data values.
getValueOrElse(T) - Method in class com.opengamma.strata.collect.result.Result
Returns the actual result value if calculated successfully, or the specified default value if a failure occurred.
getValueOrElseApply(Function<Failure, T>) - Method in class com.opengamma.strata.collect.result.Result
Returns the actual result value if calculated successfully, else the specified function is applied to the Failure that occurred.
getValues() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
Gets the market data values.
getValues() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData
Gets the reference data values by type.
getValues() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
Gets the market data values, one for each scenario.
getValues() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Gets the individual items of market data, keyed by ID.
getValues() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
Gets the currency values.
getValues() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
Gets the currency values.
getValues(Currency) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns the values for the specified currency, throws an exception if there are no values for the currency.
getValues() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Gets the currency values, keyed by currency.
getVolatility(ZonedDateTime, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider
Returns the normal volatility.
getVolatility(ZonedDateTime, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
 
getVolatility(CurrencyPair, ZonedDateTime, double, double) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
 
getVolatility(CurrencyPair, ZonedDateTime, double, double) - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider
Calculates the Black volatility.
getVolatility(CurrencyPair, ZonedDateTime, double, double) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
 
getVolatility(ZonedDateTime, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
getVolatility(ZonedDateTime, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider
Returns the normal volatility.
getWeekendDays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Gets the set of weekend days.
getWeight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
Gets the weight to apply to this fixing.
getWeight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
Gets the positive weight used when interpolating.
getXValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
getXValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the array of x-values, one for each point.
getXValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve
Gets the known x-values of the curve.
getXValues() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
getXValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Gets the array of x-values, one for each point.
getXValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
Gets the known x-values of the surface.
getXValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets the x-value type, providing meaning to the x-values of the curve.
getXValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Gets the x-value type, providing meaning to the x-values of the curve.
getXValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the x-value type, providing meaning to the x-values of the curve.
getXValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Gets the x-value type, providing meaning to the x-values of the curve.
getXValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets the x-value type, providing meaning to the x-values of the curve.
getYearFraction() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
Gets the year fraction of the surface node.
getYearFraction() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
Gets the year fraction of the surface node.
getYearFraction() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
Gets the year fraction of the surface node.
getYearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Gets the year fraction that the accrual period represents.
getYearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Gets the year fraction that the accrual period represents.
getYearFraction() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
Gets the year fraction between the start and end date.
getYearFraction() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
Gets the year fraction between the start and end date.
getYearFraction() - Method in class com.opengamma.strata.product.fra.ExpandedFra
Gets the year fraction between the start and end date.
getYearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Gets the year fraction that the accrual period represents.
getYearMonth() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
Gets the year-month of the instrument behind the curve node.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
Gets yield convention.
getYieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Gets yield convention.
getYieldCurveInstruments() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Gets the instrument type at each curve node.
getYieldCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Gets the tenor at each curve node.
getYValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
getYValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the array of y-values, one for each point.
getYValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve
Gets the known y-values of the curve.
getYValues() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
getYValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Gets the array of y-values, one for each point.
getYValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
Gets the known y-values of the surface.
getYValueType() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets the y-value type, providing meaning to the y-values of the curve.
getYValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Gets the y-value type, providing meaning to the y-values of the curve.
getYValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Gets the y-value type, providing meaning to the y-values of the curve.
getYValueType() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
Gets the y-value type, providing meaning to the y-values of the curve.
getYValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Gets the y-value type, providing meaning to the y-values of the curve.
getYValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets the y-value type, providing meaning to the y-values of the curve.
getZone() - Method in class com.opengamma.strata.product.TradeInfo
Gets the trade time-zone, optional.
getZValues() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
getZValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Gets the array of z-values, one for each point.
getZValues() - Method in interface com.opengamma.strata.market.surface.NodalSurface
Gets the known z-values of the surface.
getZValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Gets the x-value type, providing meaning to the z-values of the curve.
getZValueType() - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Gets the z-value type, providing meaning to the z-values of the curve.
GR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'GR' - Greece.
Guavate - Class in com.opengamma.strata.collect
Utilities that help bridge the gap between Java 8 and Google Guava.

H

HalfUpRounding - Class in com.opengamma.strata.basics.value
Standard implementation of Rounding that uses the half-up convention.
HalfUpRounding.Meta - Class in com.opengamma.strata.basics.value
The meta-bean for HalfUpRounding.
hasContent() - Method in class com.opengamma.strata.collect.io.XmlElement
Checks if the element has content.
hashCode() - Method in class com.opengamma.strata.basics.currency.Currency
Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.FxMatrix
 
hashCode() - Method in class com.opengamma.strata.basics.currency.FxRate
 
hashCode() - Method in class com.opengamma.strata.basics.currency.FxRatesArray
 
hashCode() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
 
hashCode() - Method in class com.opengamma.strata.basics.currency.Payment
 
hashCode() - Method in class com.opengamma.strata.basics.date.AdjustableDate
 
hashCode() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
hashCode() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.date.Tenor
Returns a suitable hash code for the tenor.
hashCode() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.index.FloatingRateName
 
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
hashCode() - Method in class com.opengamma.strata.basics.location.Country
Returns a suitable hash code for the country.
hashCode() - Method in class com.opengamma.strata.basics.market.FxRateId
 
hashCode() - Method in class com.opengamma.strata.basics.market.FxRateKey
 
hashCode() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
hashCode() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
hashCode() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData
 
hashCode() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
hashCode() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
 
hashCode() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
hashCode() - Method in class com.opengamma.strata.basics.schedule.Frequency
Returns a suitable hash code for the periodic frequency.
hashCode() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
hashCode() - Method in class com.opengamma.strata.basics.schedule.Schedule
 
hashCode() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
hashCode() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
hashCode() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
 
hashCode() - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
hashCode() - Method in class com.opengamma.strata.basics.value.ValueStep
 
hashCode() - Method in class com.opengamma.strata.calc.CalculationRules
 
hashCode() - Method in class com.opengamma.strata.calc.Column
 
hashCode() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule
 
hashCode() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule
 
hashCode() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
 
hashCode() - Method in class com.opengamma.strata.calc.config.FunctionConfig
 
hashCode() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
 
hashCode() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
 
hashCode() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
 
hashCode() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
 
hashCode() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
 
hashCode() - Method in class com.opengamma.strata.calc.runner.CalculationResult
 
hashCode() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
hashCode() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
hashCode() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
 
hashCode() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
 
hashCode() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
 
hashCode() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
 
hashCode() - Method in class com.opengamma.strata.calc.runner.Results
 
hashCode() - Method in class com.opengamma.strata.collect.array.DoubleArray
 
hashCode() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
 
hashCode() - Method in class com.opengamma.strata.collect.id.StandardId
Returns a suitable hash code, based on the scheme and value.
hashCode() - Method in class com.opengamma.strata.collect.id.StandardLink
 
hashCode() - Method in class com.opengamma.strata.collect.io.CsvFile
Returns a suitable hash code for the CSV file.
hashCode() - Method in class com.opengamma.strata.collect.io.IniFile
Returns a suitable hash code for the INI file.
hashCode() - Method in class com.opengamma.strata.collect.io.PropertiesFile
Returns a suitable hash code for the file.
hashCode() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns a suitable hash code for the property set.
hashCode() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Returns a suitable hash code for the locator.
hashCode() - Method in class com.opengamma.strata.collect.io.XmlElement
Returns a suitable hash code.
hashCode() - Method in class com.opengamma.strata.collect.io.XmlFile
Returns a suitable hash code for the file.
hashCode() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Returns a suitable hash code.
hashCode() - Method in class com.opengamma.strata.collect.result.Failure
 
hashCode() - Method in class com.opengamma.strata.collect.result.FailureItem
 
hashCode() - Method in class com.opengamma.strata.collect.result.Result
 
hashCode() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
A hash code for this point.
hashCode() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.Pair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.Triple
 
hashCode() - Method in class com.opengamma.strata.collect.type.TypedString
Returns a suitable hash code.
hashCode() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
 
hashCode() - Method in class com.opengamma.strata.market.amount.CashFlow
 
hashCode() - Method in class com.opengamma.strata.market.amount.CashFlows
 
hashCode() - Method in class com.opengamma.strata.market.amount.LegAmounts
 
hashCode() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
hashCode() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
hashCode() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveGroup
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveInputs
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
hashCode() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
 
hashCode() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
 
hashCode() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
 
hashCode() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
 
hashCode() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
 
hashCode() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
 
hashCode() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
 
hashCode() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
 
hashCode() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
hashCode() - Method in class com.opengamma.strata.market.explain.ExplainMap
 
hashCode() - Method in class com.opengamma.strata.market.id.CurveGroupId
 
hashCode() - Method in class com.opengamma.strata.market.id.CurveInputsId
 
hashCode() - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
hashCode() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
 
hashCode() - Method in class com.opengamma.strata.market.id.IndexRateId
 
hashCode() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
 
hashCode() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
 
hashCode() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
 
hashCode() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
 
hashCode() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
 
hashCode() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
 
hashCode() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
 
hashCode() - Method in class com.opengamma.strata.market.id.QuoteId
 
hashCode() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
 
hashCode() - Method in class com.opengamma.strata.market.key.CurveGroupKey
 
hashCode() - Method in class com.opengamma.strata.market.key.CurveInputsKey
 
hashCode() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IndexRateKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
 
hashCode() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
 
hashCode() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
 
hashCode() - Method in class com.opengamma.strata.market.key.QuoteKey
 
hashCode() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
 
hashCode() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
 
hashCode() - Method in class com.opengamma.strata.market.option.DeltaStrike
 
hashCode() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
hashCode() - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
hashCode() - Method in class com.opengamma.strata.market.option.SimpleStrike
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
hashCode() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
hashCode() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
 
hashCode() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
hashCode() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
 
hashCode() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
 
hashCode() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
 
hashCode() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
 
hashCode() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
 
hashCode() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
hashCode() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
hashCode() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
hashCode() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
hashCode() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
hashCode() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
 
hashCode() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
 
hashCode() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
hashCode() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
hashCode() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
hashCode() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
hashCode() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFuture
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
 
hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
hashCode() - Method in class com.opengamma.strata.product.cms.Cms
 
hashCode() - Method in class com.opengamma.strata.product.cms.CmsLeg
 
hashCode() - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
hashCode() - Method in class com.opengamma.strata.product.cms.CmsTrade
 
hashCode() - Method in class com.opengamma.strata.product.cms.ExpandedCms
 
hashCode() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg
 
hashCode() - Method in class com.opengamma.strata.product.credit.Cds
 
hashCode() - Method in class com.opengamma.strata.product.credit.CdsTrade
 
hashCode() - Method in class com.opengamma.strata.product.credit.ExpandedCds
 
hashCode() - Method in class com.opengamma.strata.product.credit.FeeLeg
 
hashCode() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
 
hashCode() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
 
hashCode() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
 
hashCode() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
hashCode() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
 
hashCode() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
 
hashCode() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
hashCode() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
hashCode() - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
hashCode() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
hashCode() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
hashCode() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
hashCode() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
hashCode() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
hashCode() - Method in class com.opengamma.strata.product.equity.Equity
 
hashCode() - Method in class com.opengamma.strata.product.equity.EquityTrade
 
hashCode() - Method in class com.opengamma.strata.product.fra.ExpandedFra
 
hashCode() - Method in class com.opengamma.strata.product.fra.Fra
 
hashCode() - Method in class com.opengamma.strata.product.fra.FraTrade
 
hashCode() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
hashCode() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
hashCode() - Method in class com.opengamma.strata.product.future.GenericFuture
 
hashCode() - Method in class com.opengamma.strata.product.future.GenericFutureOption
 
hashCode() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.future.GenericFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
 
hashCode() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
 
hashCode() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxNdf
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxSingle
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxSwap
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
 
hashCode() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFuture
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOption
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
 
hashCode() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
hashCode() - Method in class com.opengamma.strata.product.payment.BulletPayment
 
hashCode() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
hashCode() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
 
hashCode() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
hashCode() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
 
hashCode() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
 
hashCode() - Method in class com.opengamma.strata.product.rate.IborRateObservation
 
hashCode() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
 
hashCode() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
 
hashCode() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
 
hashCode() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
 
hashCode() - Method in class com.opengamma.strata.product.SecurityLink
 
hashCode() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
 
hashCode() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
 
hashCode() - Method in class com.opengamma.strata.product.swap.ExpandedSwap
 
hashCode() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
 
hashCode() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.FxReset
 
hashCode() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
hashCode() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
 
hashCode() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
hashCode() - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
hashCode() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
hashCode() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
hashCode() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
hashCode() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
hashCode() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
hashCode() - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
hashCode() - Method in class com.opengamma.strata.product.swap.StubCalculation
 
hashCode() - Method in class com.opengamma.strata.product.swap.Swap
 
hashCode() - Method in class com.opengamma.strata.product.swap.SwapTrade
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.product.swaption.CashSettlement
 
hashCode() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
 
hashCode() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
 
hashCode() - Method in class com.opengamma.strata.product.swaption.Swaption
 
hashCode() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
hashCode() - Method in class com.opengamma.strata.product.TradeInfo
 
hashCode() - Method in class com.opengamma.strata.product.UnitSecurity
 
hashCode() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
hashCode() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
 
hashCode() - Method in class com.opengamma.strata.report.ReportCalculationResults
 
hashCode() - Method in class com.opengamma.strata.report.ReportRequirements
 
hashCode() - Method in class com.opengamma.strata.report.trade.TradeReport
 
hashCode() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
hashCode() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
header(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
Sets the column header.
header() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
The meta-property for the header property.
headers() - Method in class com.opengamma.strata.collect.io.CsvFile
Gets the header row.
headSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Gets part of this series as a sub-series, choosing the earliest entries.
HK - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'HK' - Hong Kong.
HKD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'HKD' - Hong Kong Dollar.
HolidayCalendar - Interface in com.opengamma.strata.basics.date
A holiday calendar, classifying dates as holidays or business days.
HolidayCalendars - Class in com.opengamma.strata.basics.date
Constants and implementations for standard holiday calendars.
holidays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
The meta-property for the holidays property.
HREF - Static variable in class com.opengamma.strata.loader.fpml.FpmlDocument
The 'href' attribute key.
HRK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'HRK' - Croatian Kuna.
HU - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'HU' = Hungary.
HUF - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'HUF' = Hugarian Forint.
HullWhiteIborFutureProductPricer - Class in com.opengamma.strata.pricer.index
Pricer for for Ibor future products.
HullWhiteIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Creates an instance.
HullWhiteIborFutureTradePricer - Class in com.opengamma.strata.pricer.index
Pricer for for Ibor future trades.
HullWhiteIborFutureTradePricer(HullWhiteIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Creates an instance.
HullWhiteOneFactorPiecewiseConstantParametersProvider - Class in com.opengamma.strata.pricer.index
Hull-White one factor model with piecewise constant volatility.
HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta - Class in com.opengamma.strata.pricer.index
The meta-bean for HullWhiteOneFactorPiecewiseConstantParametersProvider.
HullWhiteSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement in Hull-White one factor model with piecewise constant volatility.
HullWhiteSwaptionPhysicalProductPricer(PaymentEventPricer<PaymentEvent>) - Constructor for class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
Creates an instance.
HullWhiteSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement in Hull-White one factor model with piecewise constant volatility.
HullWhiteSwaptionPhysicalTradePricer() - Constructor for class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
 

I

IBOR_FIXING_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
The calibrator for IborFixingDepositTrade using par spread discounting.
IBOR_FUTURE_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
The calibrator for IborFutureTrade using par spread discounting.
IborAveragedFixing - Class in com.opengamma.strata.product.rate
A single fixing of an index that is observed by IborAveragedRateObservation.
IborAveragedFixing.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for IborAveragedFixing.
IborAveragedFixing.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for IborAveragedFixing.
IborAveragedRateObservation - Class in com.opengamma.strata.product.rate
Defines the observation of a rate of interest based on the average of multiple fixings of a single Ibor floating rate index.
IborAveragedRateObservation.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for IborAveragedRateObservation.
IborAveragedRateObservation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for IborAveragedRateObservation.
IborFixingDeposit - Class in com.opengamma.strata.product.deposit
An Ibor fixing deposit.
IborFixingDeposit.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for IborFixingDeposit.
IborFixingDeposit.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for IborFixingDeposit.
IborFixingDepositConvention - Interface in com.opengamma.strata.product.deposit.type
A convention for Ibor fixing deposit trades.
IborFixingDepositCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is an Ibor fixing deposit.
IborFixingDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for IborFixingDepositCurveNode.
IborFixingDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for IborFixingDepositCurveNode.
IborFixingDepositProduct - Interface in com.opengamma.strata.product.deposit
A product representing a Ibor fixing deposit.
IborFixingDepositTemplate - Class in com.opengamma.strata.product.deposit.type
A template for creating an Ibor fixing deposit trade.
IborFixingDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type
The bean-builder for IborFixingDepositTemplate.
IborFixingDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type
The meta-bean for IborFixingDepositTemplate.
IborFixingDepositTrade - Class in com.opengamma.strata.product.deposit
A trade in an Ibor fixing deposit.
IborFixingDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for IborFixingDepositTrade.
IborFixingDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for IborFixingDepositTrade.
IborFuture - Class in com.opengamma.strata.product.index
A futures contract, based on an Ibor index.
IborFuture.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFuture.
IborFuture.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFuture.
IborFutureBucketedPv01Function - Class in com.opengamma.strata.function.calculation.index
Calculates the bucketed PV01, the present value curve parameter sensitivity of a IborFutureTrade.
IborFutureBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.index.IborFutureBucketedPv01Function
 
IborFutureConvention - Interface in com.opengamma.strata.product.index.type
A market convention for Ibor Future trades.
IborFutureConventions - Class in com.opengamma.strata.product.index.type
Market standard Ibor future conventions.
IborFutureCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is an Ibor Future.
IborFutureCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for IborFutureCurveNode.
IborFutureCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for IborFutureCurveNode.
IborFutureFunctionGroups - Class in com.opengamma.strata.function.calculation.index
Contains function groups for built-in Ibor Future calculation functions.
IborFutureOption - Class in com.opengamma.strata.product.index
A futures option contract, based on an Ibor index.
IborFutureOption(IborFutureOption.Builder) - Constructor for class com.opengamma.strata.product.index.IborFutureOption
Restricted constructor.
IborFutureOption.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureOption.
IborFutureOption.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureOption.
IborFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.index
Pricer for Ibor future option products with daily margin.
IborFutureOptionMarginedProductPricer() - Constructor for class com.opengamma.strata.pricer.index.IborFutureOptionMarginedProductPricer
Creates an instance.
IborFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.index
Pricer for Ibor future option trades with daily margin.
IborFutureOptionMarginedTradePricer() - Constructor for class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
Creates an instance.
IborFutureOptionSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to an implied volatility for a Ibor future option model.
IborFutureOptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for IborFutureOptionSensitivity.
IborFutureOptionTrade - Class in com.opengamma.strata.product.index
A trade representing an option on a futures contract based on an Ibor index.
IborFutureOptionTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureOptionTrade.
IborFutureOptionTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureOptionTrade.
IborFutureParSpreadFunction - Class in com.opengamma.strata.function.calculation.index
Calculates the par spread of a IborFutureTrade for each of a set of scenarios.
IborFutureParSpreadFunction() - Constructor for class com.opengamma.strata.function.calculation.index.IborFutureParSpreadFunction
 
IborFutureProvider - Interface in com.opengamma.strata.pricer.index
Data provider for for model parameters related to Ibor futures and their options.
IborFuturePv01Function - Class in com.opengamma.strata.function.calculation.index
Calculates PV01, the present value sensitivity of a IborFutureTrade.
IborFuturePv01Function() - Constructor for class com.opengamma.strata.function.calculation.index.IborFuturePv01Function
 
IborFuturePvFunction - Class in com.opengamma.strata.function.calculation.index
Calculates the present value of a IborFutureTrade for each of a set of scenarios.
IborFuturePvFunction() - Constructor for class com.opengamma.strata.function.calculation.index.IborFuturePvFunction
 
IborFutureTemplate - Class in com.opengamma.strata.product.index.type
A template for creating an Ibor Future trade.
IborFutureTemplate.Builder - Class in com.opengamma.strata.product.index.type
The bean-builder for IborFutureTemplate.
IborFutureTemplate.Meta - Class in com.opengamma.strata.product.index.type
The meta-bean for IborFutureTemplate.
IborFutureTrade - Class in com.opengamma.strata.product.index
A trade representing a futures contract based on an Ibor index.
IborFutureTrade.Builder - Class in com.opengamma.strata.product.index
The bean-builder for IborFutureTrade.
IborFutureTrade.Meta - Class in com.opengamma.strata.product.index
The meta-bean for IborFutureTrade.
IborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for Ibor-Ibor swap trades.
IborIborSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard Ibor-Ibor swap conventions.
IborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a Ibor-Ibor interest rate swap.
IborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for IborIborSwapCurveNode.
IborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for IborIborSwapCurveNode.
IborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating Ibor-Ibor swap trades.
IborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for IborIborSwapTemplate.
IborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for IborIborSwapTemplate.
IborIndex - Interface in com.opengamma.strata.basics.index
An inter-bank lending rate index, such as Libor or Euribor.
iborIndexCurve(IborIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds an Ibor index forward curve to the provider.
iborIndexCurve(IborIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds an index forward curve to the provider with associated time-series.
IborIndexCurveId - Class in com.opengamma.strata.market.id
A market data ID identifying the forward curve for an IborIndex.
IborIndexCurveId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for IborIndexCurveId.
IborIndexCurveKey - Class in com.opengamma.strata.market.key
Market data key identifying the forward curve for an Ibor index.
IborIndexCurveKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IborIndexCurveKey.
IborIndexCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping
Market data mapping that accepts a IborIndexCurveKey and returns an IborIndexCurveId with the name of the curve group that is the source of the curve.
IborIndexCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping
The meta-bean for IborIndexCurveMapping.
IborIndexCurveMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
Market data function that builds a Curve representing the forward curve of an Ibor index.
IborIndexCurveMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.IborIndexCurveMarketDataFunction
 
iborIndexRates(IborIndex) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider
 
IborIndexRates - Interface in com.opengamma.strata.market.view
Provides access to rates for an Ibor index.
iborIndexRates(IborIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
iborIndexRates(IborIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the rates for an Ibor index.
IborIndices - Class in com.opengamma.strata.basics.index
Constants and implementations for standard Ibor indices.
IborInterpolatedRateObservation - Class in com.opengamma.strata.product.rate
Defines the observation of a rate of interest interpolated from two Ibor indices.
IborInterpolatedRateObservation.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for IborInterpolatedRateObservation.
IborInterpolatedRateObservation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for IborInterpolatedRateObservation.
IborRateAveragingMethod - Enum in com.opengamma.strata.product.swap
A convention defining how to average floating rates.
IborRateCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of a floating rate swap leg based on an Ibor index.
IborRateCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for IborRateCalculation.
IborRateCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for IborRateCalculation.
IborRateObservation - Class in com.opengamma.strata.product.rate
Defines the observation of a rate of interest from a single Ibor index.
IborRateObservation.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for IborRateObservation.
IborRateObservation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for IborRateObservation.
IborRateSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to a rate from an Ibor index curve.
IborRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for IborRateSensitivity.
IborRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
A market convention for the floating leg of rate swap trades based on an Ibor index.
IborRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for IborRateSwapLegConvention.
IborRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for IborRateSwapLegConvention.
ID - Static variable in class com.opengamma.strata.basics.location.Country
The country 'ID' - Indonesia.
ID - Static variable in class com.opengamma.strata.loader.fpml.FpmlDocument
The 'id' attribute key.
id(StandardId) - Method in class com.opengamma.strata.product.TradeInfo.Builder
Sets the primary identifier for the trade, optional.
id() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the id property.
IdentifiableBean - Interface in com.opengamma.strata.collect.id
Provides uniform access to beans that can supply a standard identifier.
identifiers() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
identifiers() - Method in interface com.opengamma.strata.basics.market.ReferenceData
Gets the available identifiers.
identity() - Static method in interface com.opengamma.strata.calc.marketdata.mapping.FeedIdMapping
Returns a mapping that always returns the ID that is passed in.
identity(int) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an identity matrix.
idForFeed(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.mapping.FeedIdMapping
Returns an observable ID that can be used for looking up the market data in a market data feed if there is a mapping defined for the ID argument.
idForFeed(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.mapping.MissingDataAwareFeedIdMapping
 
IDR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'IDR' = Indonesian Rupiah.
ignoreFailures(boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
Sets whether to ignore failures, or report the errors.
ignoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
The meta-property for the ignoreFailures property.
IL - Static variable in class com.opengamma.strata.basics.location.Country
The country 'IL' - Israel.
ILS - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'ILS' = Israeli Shekel.
IMM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'IMM' roll convention which adjusts the date to the third Wednesday.
IMMAUD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'IMMAUD' roll convention which adjusts the date to the Thursday before the second Friday.
IMMNZD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'IMMNZD' roll convention which adjusts the date to the first Wednesday on or after the ninth day of the month.
ImmutableCdsConvention - Class in com.opengamma.strata.product.credit.type
A market convention for credit default swap (CDS) trades.
ImmutableCdsConvention.Builder - Class in com.opengamma.strata.product.credit.type
The bean-builder for ImmutableCdsConvention.
ImmutableCdsConvention.Meta - Class in com.opengamma.strata.product.credit.type
The meta-bean for ImmutableCdsConvention.
ImmutableFixedIborSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for Fixed-Ibor swap trades.
ImmutableFixedIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableFixedIborSwapConvention.
ImmutableFixedIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableFixedIborSwapConvention.
ImmutableFixedOvernightSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for Fixed-Overnight swap trades.
ImmutableFixedOvernightSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableFixedOvernightSwapConvention.
ImmutableFixedOvernightSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableFixedOvernightSwapConvention.
ImmutableFraConvention - Class in com.opengamma.strata.product.fra.type
A market convention for forward rate agreement (FRA) trades.
ImmutableFraConvention.Builder - Class in com.opengamma.strata.product.fra.type
The bean-builder for ImmutableFraConvention.
ImmutableFraConvention.Meta - Class in com.opengamma.strata.product.fra.type
The meta-bean for ImmutableFraConvention.
ImmutableFxIndex - Class in com.opengamma.strata.basics.index
A foreign exchange index implementation based on an immutable set of rules.
ImmutableFxIndex.Builder - Class in com.opengamma.strata.basics.index
The bean-builder for ImmutableFxIndex.
ImmutableFxIndex.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for ImmutableFxIndex.
ImmutableFxSwapConvention - Class in com.opengamma.strata.product.fx.type
A market convention for FX swap trades
ImmutableFxSwapConvention.Builder - Class in com.opengamma.strata.product.fx.type
The bean-builder for ImmutableFxSwapConvention.
ImmutableFxSwapConvention.Meta - Class in com.opengamma.strata.product.fx.type
The meta-bean for ImmutableFxSwapConvention.
ImmutableHolidayCalendar - Class in com.opengamma.strata.basics.date
A holiday calendar implementation based on an immutable set of holiday dates and weekends.
ImmutableHolidayCalendar.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for ImmutableHolidayCalendar.
ImmutableIborFixingDepositConvention - Class in com.opengamma.strata.product.deposit.type
A convention for Ibor fixing deposit trades.
ImmutableIborFixingDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type
The bean-builder for ImmutableIborFixingDepositConvention.
ImmutableIborFixingDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type
The meta-bean for ImmutableIborFixingDepositConvention.
ImmutableIborFutureConvention - Class in com.opengamma.strata.product.index.type
A market convention for Ibor Future trades.
ImmutableIborFutureConvention.Builder - Class in com.opengamma.strata.product.index.type
The bean-builder for ImmutableIborFutureConvention.
ImmutableIborFutureConvention.Meta - Class in com.opengamma.strata.product.index.type
The meta-bean for ImmutableIborFutureConvention.
ImmutableIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for Ibor-Ibor swap trades.
ImmutableIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableIborIborSwapConvention.
ImmutableIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableIborIborSwapConvention.
ImmutableIborIndex - Class in com.opengamma.strata.basics.index
An Ibor index implementation based on an immutable set of rules.
ImmutableIborIndex.Builder - Class in com.opengamma.strata.basics.index
The bean-builder for ImmutableIborIndex.
ImmutableIborIndex.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for ImmutableIborIndex.
ImmutableMarketData - Class in com.opengamma.strata.basics.market
An immutable set of market data
ImmutableMarketData.Meta - Class in com.opengamma.strata.basics.market
The meta-bean for ImmutableMarketData.
ImmutableMarketDataBuilder - Class in com.opengamma.strata.basics.market
A mutable builder for instances of ImmutableMarketData.
ImmutableOvernightIndex - Class in com.opengamma.strata.basics.index
An overnight index, such as Sonia or Eonia.
ImmutableOvernightIndex.Builder - Class in com.opengamma.strata.basics.index
The bean-builder for ImmutableOvernightIndex.
ImmutableOvernightIndex.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for ImmutableOvernightIndex.
ImmutablePriceIndex - Class in com.opengamma.strata.basics.index
A price index implementation based on an immutable set of rules.
ImmutablePriceIndex.Builder - Class in com.opengamma.strata.basics.index
The bean-builder for ImmutablePriceIndex.
ImmutablePriceIndex.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for ImmutablePriceIndex.
ImmutableRatesProvider - Class in com.opengamma.strata.pricer.rate
The default immutable rates provider, used to calculate analytic measures.
ImmutableRatesProvider.Meta - Class in com.opengamma.strata.pricer.rate
The meta-bean for ImmutableRatesProvider.
ImmutableRatesProviderBuilder - Class in com.opengamma.strata.pricer.rate
Builder for the immutable rates provider.
ImmutableRatesProviderGenerator - Class in com.opengamma.strata.pricer.calibration
Generates a rates provider based on an existing provider.
ImmutableReferenceData - Class in com.opengamma.strata.basics.market
An immutable set of reference data
ImmutableReferenceData.Meta - Class in com.opengamma.strata.basics.market
The meta-bean for ImmutableReferenceData.
ImmutableSwapIndex - Class in com.opengamma.strata.product.swap
A swap index implementation based on an immutable set of rules.
ImmutableSwapIndex.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ImmutableSwapIndex.
ImmutableSwapIndex.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ImmutableSwapIndex.
ImmutableTermDepositConvention - Class in com.opengamma.strata.product.deposit.type
A market convention for term deposit trades.
ImmutableTermDepositConvention.Builder - Class in com.opengamma.strata.product.deposit.type
The bean-builder for ImmutableTermDepositConvention.
ImmutableTermDepositConvention.Meta - Class in com.opengamma.strata.product.deposit.type
The meta-bean for ImmutableTermDepositConvention.
ImmutableThreeLegBasisSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for three leg basis swap trades.
ImmutableThreeLegBasisSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableThreeLegBasisSwapConvention.
ImmutableThreeLegBasisSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableThreeLegBasisSwapConvention.
ImmutableTypedReferenceData - Class in com.opengamma.strata.basics.market
An immutable set of typed reference data
ImmutableTypedReferenceData.Meta - Class in com.opengamma.strata.basics.market
The meta-bean for ImmutableTypedReferenceData.
ImmutableXCcyIborIborSwapConvention - Class in com.opengamma.strata.product.swap.type
A market convention for cross-currency Ibor-Ibor swap trades.
ImmutableXCcyIborIborSwapConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ImmutableXCcyIborIborSwapConvention.
ImmutableXCcyIborIborSwapConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ImmutableXCcyIborIborSwapConvention.
impliedVolatility(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the implied Black volatility of the foreign exchange vanilla option product.
impliedVolatility(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Computes the implied volatility of the swaption.
impliedVolatility(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Computes the implied volatility of the swaption.
impliedVolatilityFromPresentValue(SwaptionProduct, RatesProvider, DayCount, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
Computes the implied normal volatility from the present value of a swaption.
impliedVolatilityFromPresentValue(SwaptionProduct, RatesProvider, DayCount, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
Computes the implied normal volatility from the present value of a swaption.
IN - Static variable in class com.opengamma.strata.basics.location.Country
The country 'IN' - India.
Index - Interface in com.opengamma.strata.basics.index
An index of values, such as LIBOR, FED FUND or daily exchange rates.
index() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
The meta-property for the index property.
INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The observed index, such as an Ibor or Overnight index.
index() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
Sets the Ibor index of the underlying future.
index() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
The meta-property for the index property.
index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the swap index.
index() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the index property.
index(SwapIndex) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the swap index.
index() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder
Sets the index defining the FX rate to observe on the fixing date.
index() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta
The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
Sets the index defining the FX rate to observe on the fixing date.
index() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the underlying Ibor index.
index() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
The meta-property for the index property.
index(PriceIndex) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
Sets the index of prices.
index() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
The meta-property for the index property.
index(PriceIndex) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder
Sets the index of prices.
index() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
Sets the FX index used to obtain the FX reset rate.
index() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
Sets the FX index used to obtain the FX reset rate.
index() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
Sets the FX index used to obtain the FX reset rate.
index() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the index property.
index(PriceIndex) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
Sets the index of prices.
index() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
Sets the Ibor index to be used for the stub.
index() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the Ibor index.
index() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the Overnight index.
index() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the index property.
INDEX_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The observed index value, typically derived from a curve.
indexAnnexVersion(int) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
Sets the CDS index series version identifier.
indexAnnexVersion() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
The meta-property for the indexAnnexVersion property.
indexCurve(Index) - Static method in class com.opengamma.strata.market.key.MarketDataKeys
Returns a market data key for the forward curve for an index.
IndexCurveFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve
A market data filter matching a curve for an index.
IndexCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve
The meta-bean for IndexCurveFilter.
IndexCurveId - Interface in com.opengamma.strata.market.id
Market data ID identifying a forward curve for an index.
indexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the indexCurves property.
indexCurves(Map<? extends Index, ? extends Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds index forward curves to the provider.
indexCurves(Map<? extends Index, ? extends Curve>, Map<? extends Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds index forward curves to the provider with associated time-series.
IndexedCurvePointShift - Class in com.opengamma.strata.market.curve.perturb
Perturbation which applies a shift to a single point on a nodal curve.
IndexedCurvePointShift.Meta - Class in com.opengamma.strata.market.curve.perturb
The meta-bean for IndexedCurvePointShift.
indexId(StandardId) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
Sets the CDS index identifier, such as a RED pair code.
indexId() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
The meta-property for the indexId property.
indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the second Ibor index to be used for linear interpolation, optional.
indexInterpolated() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the indexInterpolated property.
indexInterpolated(IborIndex) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
Sets the second Ibor index to be used for the stub, linearly interpolated.
indexInterpolated() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
The meta-property for the indexInterpolated property.
indexName() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
The meta-property for the indexName property.
indexOf(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Find the index of the first occurrence of the specified value.
IndexRateId - Class in com.opengamma.strata.market.id
A market data ID identifying the current and historical values for an Index.
IndexRateId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for IndexRateId.
IndexRateKey - Class in com.opengamma.strata.market.key
Market data key identifying the current and historical values for an index.
IndexRateKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IndexRateKey.
IndexReferenceInformation - Class in com.opengamma.strata.product.credit
Reference data for a CDS index.
IndexReferenceInformation.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for IndexReferenceInformation.
IndexReferenceInformation.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for IndexReferenceInformation.
indexSeries(int) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
Sets the CDS index series identifier.
indexSeries() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
The meta-property for the indexSeries property.
indices(Set<Index>) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
Sets the indices for which the curve provides forward rates.
indices(Index...) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
Sets the indices property in the builder from an array of objects.
indices() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
The meta-property for the indices property.
InflationInterpolatedRateObservation - Class in com.opengamma.strata.product.rate
Defines the observation of inflation figures from a price index with interpolation.
InflationInterpolatedRateObservation(InflationInterpolatedRateObservation.Builder) - Constructor for class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
Restricted constructor.
InflationInterpolatedRateObservation.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for InflationInterpolatedRateObservation.
InflationInterpolatedRateObservation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for InflationInterpolatedRateObservation.
InflationMonthlyRateObservation - Class in com.opengamma.strata.product.rate
Defines the observation of inflation figures from a price index.
InflationMonthlyRateObservation.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for InflationMonthlyRateObservation.
InflationMonthlyRateObservation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for InflationMonthlyRateObservation.
InflationRateCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.
InflationRateCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for InflationRateCalculation.
InflationRateCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for InflationRateCalculation.
InflationRateSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to a rate from a price index curve.
InflationRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for InflationRateSensitivity.
info() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
The meta-property for the info property.
IniFile - Class in com.opengamma.strata.collect.io
An INI file.
initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the flag indicating whether to exchange the initial notional.
initialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the initialExchange property.
initialExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the flag indicating whether to exchange the initial notional.
initialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the initialExchange property.
initialGuess(LocalDate, MarketData, ValueType) - Method in interface com.opengamma.strata.market.curve.CurveNode
Gets the initial guess used for calibrating the node.
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
initialGuess(LocalDate, MarketData, ValueType) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
initialGuesses(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Gets the list of all initial guesses.
initialPrice(Double) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
Sets the initial price of the option, represented in decimal form.
initialPrice() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
The meta-property for the initialPrice property.
initialPrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
Sets the initial price of the future, represented in decimal form.
initialPrice() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
The meta-property for the initialPrice property.
initialPrice(double) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder
Sets the initial price of the future, represented in decimal form.
initialPrice() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta
The meta-property for the initialPrice property.
initialPrice(double) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder
Sets the initial price of the future, represented in decimal form.
initialPrice() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta
The meta-property for the initialPrice property.
initialPrice(Double) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
Sets the initial price of the option, represented in decimal form.
initialPrice() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
The meta-property for the initialPrice property.
initialPrice(double) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
Sets the initial price of the future, represented in decimal form.
initialPrice() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
The meta-property for the initialPrice property.
initialStub(StubCalculation) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the rate to be used in initial stub, optional.
initialStub() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the initialStub property.
initialValue(double) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
Sets the initial value.
initialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
The meta-property for the initialValue property.
inOrderNotEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the two values are in order and not equal.
inOrderOrEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the two values are in order or equal.
INR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'INR' = Indian Rupee.
inRange(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low <= x < high.
inRange(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low <= x < high.
inRangeExclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low < x < high.
inRangeExclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low < x < high.
inRangeInclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low <= x <= high.
inRangeInclusive(int, int, int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low <= x <= high.
INSTANCE - Static variable in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction
The single shared instance of the class.
INSTANCE - Static variable in class com.opengamma.strata.calc.marketdata.mapping.MissingMapping
Singleton instance.
INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
The single shared instance.
INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
The single shared instance.
INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
The single shared instance.
instance() - Static method in interface com.opengamma.strata.pricer.rate.RateObservationFn
Returns a default instance of the function.
instance() - Static method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
Returns a default instance of the function.
instance() - Static method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Returns a default instance of the function.
INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
The single shared instance of this report formatter.
INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
The single shared instance of this report runner.
INSTANCE - Static variable in class com.opengamma.strata.report.framework.format.FormatSettingsProvider
The default instance.
INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportFormatter
The single shared instance of this report formatter.
INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportRunner
The single shared instance of this report runner.
IntDoubleConsumer - Interface in com.opengamma.strata.collect.function
An operation consuming two arguments - int and double.
IntDoublePair - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of an int and double.
IntDoublePair.Meta - Class in com.opengamma.strata.collect.tuple
The meta-bean for IntDoublePair.
IntDoublePredicate - Interface in com.opengamma.strata.collect.function
A predicate of two arguments - int and double.
IntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function
A function of two arguments - int and double.
intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
intermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
The meta-property for the intermediateExchange property.
intermediateExchange(boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
intermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the intermediateExchange property.
interpolate(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator
Computes the y-value for the specified x-value by interpolation.
interpolated(boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
Sets how the reference index calculation occurs, defaulted to false.
interpolated() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
The meta-property for the interpolated property.
InterpolatedNodalCurve - Class in com.opengamma.strata.market.curve
A curve based on interpolation between a number of nodal points.
InterpolatedNodalCurve.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for InterpolatedNodalCurve.
InterpolatedNodalCurve.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for InterpolatedNodalCurve.
InterpolatedNodalCurveDefinition - Class in com.opengamma.strata.market.curve
Provides the definition of how to calibrate an interpolated nodal curve.
InterpolatedNodalCurveDefinition.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for InterpolatedNodalCurveDefinition.
InterpolatedNodalCurveDefinition.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for InterpolatedNodalCurveDefinition.
InterpolatedNodalSurface - Class in com.opengamma.strata.market.surface
A surface based on interpolation between a number of nodal points.
InterpolatedNodalSurface.Builder - Class in com.opengamma.strata.market.surface
The bean-builder for InterpolatedNodalSurface.
InterpolatedNodalSurface.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for InterpolatedNodalSurface.
interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the interpolator.
interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the interpolator property.
interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the interpolator used to find points on the curve.
interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the interpolator property.
INTERPOLATOR - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
Interpolator extrapolator.
interpolator(GridInterpolator2D) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
Sets the underlying interpolator.
interpolator() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
The meta-property for the interpolator property.
intersection(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Calculates the range that is the intersection of this range and the specified range.
intersection(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Obtains the intersection of a pair of time series.
IntIntDoubleConsumer - Interface in com.opengamma.strata.collect.function
An operation consuming three arguments - int, int and double.
IntIntDoublePredicate - Interface in com.opengamma.strata.collect.function
A predicate of three arguments - int, int and double.
IntIntDoubleToDoubleFunction - Interface in com.opengamma.strata.collect.function
A function of three arguments - int, int and double.
IntIntToDoubleFunction - Interface in com.opengamma.strata.collect.function
A function of two arguments - int and int.
invalidTokenFailure(T, String) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
Generates a failure result for an invalid token.
inverse() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Gets the inverse currency pair.
inverse() - Method in class com.opengamma.strata.basics.currency.FxRate
Gets the inverse rate.
inverse() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
Returns the inverse transaction.
IR01_BUCKETED_PAR - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the (vector) PV change to a series of 1 bps shifts in par interest rates at each curve node.
IR01_BUCKETED_ZERO - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the (vector) PV change to a series of 1 bps shifts in zero interest rates at each curve node.
IR01_PARALLEL_PAR - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the (scalar) PV change to a 1 bps shift in par interest rates.
IR01_PARALLEL_ZERO - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the (scalar) PV change to a 1 bps shift in zero interest rates of calibrated curve.
ir01BucketedPar(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the vector PV change to a series of 1 basis point shifts in par interest rates at each curve node.
ir01BucketedZero(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the vector PV change to a series of 1 basis point shifts in par interest rates at each curve node.
ir01ParallelPar(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the scalar PV change to a 1 basis point shift in par interest rates.
ir01ParallelZero(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the scalar PV change to a 1 basis point shift in zero rates.
IS - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'IS' - Iceland.
isAfter(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if this range is entirely after the specified range.
isBefore(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if this range is entirely before the specified range.
isBusinessDay(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Checks if the specified date is a business day.
isBuy() - Method in enum com.opengamma.strata.basics.BuySell
Checks if the type is 'Buy'.
isCalculateBackwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Checks if the schedule is calculated backwards from the end date to the start date.
isCalculateForwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Checks if the schedule is calculated forwards from the start date to the end date.
isCall() - Method in enum com.opengamma.strata.basics.PutCall
Checks if the type is 'Call'.
isCdsDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
Checks if the specified date is a CDS date.
isComplete() - Method in class com.opengamma.strata.report.framework.expression.EvaluationResult
Returns true if evaluation of the whole expression is complete.
isCompoundingApplicable() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Checks whether compounding applies.
isConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if this currency pair is a conventional currency pair.
isConvertCurrencies() - Method in class com.opengamma.strata.function.calculation.AbstractCalculationFunction
Gets whether currencies in the result should be automatically converted.
isCrossCurrency() - Method in class com.opengamma.strata.product.swap.ExpandedSwap
Checks if this trade is cross-currency.
isCrossCurrency() - Method in class com.opengamma.strata.product.swap.Swap
Checks if this trade is cross-currency.
ISDA_CREDIT - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is an ISDA credit curve value - 'IsdaCredit'.
IsdaCdsHelper - Class in com.opengamma.strata.pricer.credit
Helper for interacting with the underlying Analytics layer for CDS pricing.
IsdaCdsHelper() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsHelper
 
IsdaCdsPricer - Class in com.opengamma.strata.pricer.credit
Pricer for for CDS products using the ISDA methodology.
IsdaCdsPricer() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsPricer
 
isdaCredit(CurveName, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for an ISDA credit curve.
IsdaCreditCurveInputs - Class in com.opengamma.strata.market.curve
The par rates used when calibrating an ISDA credit curve.
IsdaCreditCurveInputs.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for IsdaCreditCurveInputs.
IsdaIndexCreditCurveInputsId - Class in com.opengamma.strata.market.id
Market data ID for a set of par rates to be used in the ISDA credit model's credit curve calibration for an index.
IsdaIndexCreditCurveInputsId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for IsdaIndexCreditCurveInputsId.
IsdaIndexCreditCurveInputsKey - Class in com.opengamma.strata.market.key
Market data key identifying a set of par rates to be used in the ISDA credit model's credit curve calibration for an index.
IsdaIndexCreditCurveInputsKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IsdaIndexCreditCurveInputsKey.
IsdaIndexRecoveryRateId - Class in com.opengamma.strata.market.id
Market data ID for a recovery rate to be used in the ISDA credit model's pricing for an index.
IsdaIndexRecoveryRateId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for IsdaIndexRecoveryRateId.
IsdaIndexRecoveryRateKey - Class in com.opengamma.strata.market.key
Market data key identifying the recovery rate to be used in the ISDA credit model's pricing for a single-name.
IsdaIndexRecoveryRateKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IsdaIndexRecoveryRateKey.
IsdaSingleNameCreditCurveInputsId - Class in com.opengamma.strata.market.id
Market data ID for a set of par rates to be used in the ISDA credit model's credit curve calibration for a single-name.
IsdaSingleNameCreditCurveInputsId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for IsdaSingleNameCreditCurveInputsId.
IsdaSingleNameCreditCurveInputsKey - Class in com.opengamma.strata.market.key
Market data key identifying a set of par rates to be used in the ISDA credit model's credit curve calibration for a single-name.
IsdaSingleNameCreditCurveInputsKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IsdaSingleNameCreditCurveInputsKey.
IsdaSingleNameRecoveryRateId - Class in com.opengamma.strata.market.id
Market data ID for a recovery rate to be used in the ISDA credit model's pricing for a single-name.
IsdaSingleNameRecoveryRateId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for IsdaSingleNameRecoveryRateId.
IsdaSingleNameRecoveryRateKey - Class in com.opengamma.strata.market.key
Market data key identifying the recovery rate to be used in the ISDA credit model's pricing for a single-name.
IsdaSingleNameRecoveryRateKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IsdaSingleNameRecoveryRateKey.
IsdaYieldCurveConvention - Interface in com.opengamma.strata.product.credit.type
CDS Standard model definition for parameters required to bootstrap an ISDA yield curve
IsdaYieldCurveConventions - Class in com.opengamma.strata.product.credit.type
Market conventions used to bootstrap an ISDA yield curve
IsdaYieldCurveInputs - Class in com.opengamma.strata.market.curve
The par rates used when calibrating an ISDA yield curve.
IsdaYieldCurveInputs.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for IsdaYieldCurveInputs.
IsdaYieldCurveInputsId - Class in com.opengamma.strata.market.id
Market data ID identifying a set of par rates to be used in the ISDA credit model's yield curve calibration for a currency.
IsdaYieldCurveInputsId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for IsdaYieldCurveInputsId.
IsdaYieldCurveInputsKey - Class in com.opengamma.strata.market.key
Market data key identifying a set of par rates to be used in the ISDA credit model's yield yield curve calibration for a currency.
IsdaYieldCurveInputsKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IsdaYieldCurveInputsKey.
IsdaYieldCurveUnderlyingType - Enum in com.opengamma.strata.market.curve
Enumerates the supported types of underlying instruments on an ISDA yield curve.
isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleArray
Checks if this array is empty.
isEmpty() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Checks if this matrix is empty.
isEmpty() - Method in class com.opengamma.strata.collect.io.PropertySet
Checks if this property set is empty.
isEmpty() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if the range is empty.
isEmpty() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Indicates if this time-series is empty.
isEndOfMonthConvention() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Checks if the end of month convention is in use.
isEndOfMonthConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule
Checks if the end of month convention is in use.
isFailure() - Method in class com.opengamma.strata.collect.result.Result
Indicates if this result represents a failure.
isFalse(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is false.
isFalse(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is false.
isFinalExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the flag indicating whether to exchange the final notional.
isFinalExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the flag indicating whether to exchange the final notional.
isFixed() - Method in enum com.opengamma.strata.product.swap.SwapLegType
Checks if the type is 'Fixed'.
isFixedRate() - Method in class com.opengamma.strata.product.swap.StubCalculation
Checks if the stub has a fixed rate.
isFloat() - Method in enum com.opengamma.strata.product.swap.SwapLegType
Checks if the type is floating, defined as 'Ibor', 'Overnight' or 'Inflation'.
isFloatingRate() - Method in class com.opengamma.strata.product.swap.StubCalculation
Checks if the stub has a floating rate.
isHoliday(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Checks if the specified date is a holiday.
isHoliday(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
isIbor() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
Checks if the type is 'Ibor'.
isIgnoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
Gets whether to ignore failures, or report the errors.
isIndexRollDate(LocalDate) - Static method in class com.opengamma.strata.product.credit.CdsDatesLogic
Checks if the specified date is an index roll date.
isInitialExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the flag indicating whether to exchange the initial notional.
isInitialExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the flag indicating whether to exchange the initial notional.
isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
isIntermediateExchange() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
isInterpolated() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Gets how the reference index calculation occurs, defaulted to false.
isInterpolated() - Method in class com.opengamma.strata.product.swap.StubCalculation
Checks if the stub has an interpolated rate.
isInverse(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if this currency pair is the inverse of the specified pair.
isIsMoneynessOnPrice() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Gets flag indicating if the moneyness is on the price (true) or on the rate (false).
ISK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'ISK' = Icelandic Krone.
isLastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Checks if the specified date is the last business day of the month.
isLastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
isLong() - Method in enum com.opengamma.strata.basics.LongShort
Checks if the type is 'Long'.
isLong() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Checks if this convention may result in a long stub.
isMoneynessOnPrice(boolean) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
Sets flag indicating if the moneyness is on the price (true) or on the rate (false).
isMoneynessOnPrice() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
The meta-property for the isMoneynessOnPrice property.
isMonthBased() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Checks whether the convention requires a month-based period.
isMonthBased() - Method in class com.opengamma.strata.basics.date.Tenor
Checks if the tenor is month-based.
isMonthBased() - Method in class com.opengamma.strata.basics.schedule.Frequency
Checks if the periodic frequency is month-based.
isNotionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Gets the flag indicating whether to exchange the notional.
isNotScheme(String) - Method in class com.opengamma.strata.collect.id.StandardId
Checks if the scheme of this identifier does not equal the specified scheme.
isOvernight() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
Checks if the type is 'OvernightCompounded' or 'OvernightAveraged'.
isPay() - Method in enum com.opengamma.strata.basics.PayReceive
Checks if the type is 'Pay'.
isPayAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.Cds
Gets whether the accrued premium is paid in the event of a default.
isPayAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.ExpandedCds
Gets whether the accrued premium is paid in the event of a default.
isPayAccruedOnDefault() - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Gets whether the accrued premium is paid in the event of a default.
isPayAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Gets whether the accrued premium is paid in the event of a default.
isPrice() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
Checks if the type is 'Price'.
isPut() - Method in enum com.opengamma.strata.basics.PutCall
Checks if the type is 'Put'.
isReceive() - Method in enum com.opengamma.strata.basics.PayReceive
Checks if the type is 'Receive'.
isRegular(Frequency, RollConvention) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Checks if this period is regular according to the specified frequency and roll convention.
isRelated(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if this currency pair is related to the specified pair.
isResolved() - Method in interface com.opengamma.strata.collect.id.Link
Checks if the link is resolved.
isResolved() - Method in class com.opengamma.strata.collect.id.StandardLink
 
isResolved() - Method in class com.opengamma.strata.product.SecurityLink
Checks if the link is resolved.
isScenarioValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Checks if this box contains market data for multiple scenarios.
isScheme(String) - Method in class com.opengamma.strata.collect.id.StandardId
Checks if the scheme of this identifier equals the specified scheme.
isSell() - Method in enum com.opengamma.strata.basics.BuySell
Checks if the type is 'Sell'.
isShort() - Method in enum com.opengamma.strata.basics.LongShort
Checks if the type is 'Short'.
isShort() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Checks if this convention may result in a short stub.
isSingleValue() - Method in interface com.opengamma.strata.basics.market.MarketDataBox
Checks if this box contains a single market data value that is used for all scenarios.
isSingleValue() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
isSingleValue() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
isSquare() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Checks if this matrix is square.
isSuccess() - Method in class com.opengamma.strata.collect.result.Result
Indicates if this result represents a successful call and has a result available.
IssuerCurveDiscountFactors - Class in com.opengamma.strata.market.view
Provides access to discount factors for an issuer curve.
issuerCurveDiscountFactors(StandardId, Currency) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
Gets the discount factors of an issuer curve for a standard ID and a currency.
IssuerCurveDiscountFactors.Meta - Class in com.opengamma.strata.market.view
The meta-bean for IssuerCurveDiscountFactors.
issuerCurves(Map<Pair<LegalEntityGroup, Currency>, DiscountFactors>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
Sets the issuer curves.
issuerCurves() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
The meta-property for the issuerCurves property.
IssuerCurveZeroRateSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to the issuer curve.
IssuerCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for IssuerCurveZeroRateSensitivity.
isTerm() - Method in class com.opengamma.strata.basics.schedule.Frequency
Checks if the periodic frequency is the 'Term' instance.
isTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule
Checks if this schedule represents a single 'Term' period.
isTrue(boolean) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isTrue(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isTrue(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isTrue(boolean, String, long) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isTrue(boolean, String, double) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isUnboundedEnd() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if the end date is unbounded.
isUnboundedStart() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if the start date is unbounded.
isWeekBased() - Method in class com.opengamma.strata.basics.date.Tenor
Checks if the tenor is week-based.
isWeekBased() - Method in class com.opengamma.strata.basics.schedule.Frequency
Checks if the periodic frequency is week-based.
IT - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'IT' - Italy.
items(List<Result<?>>) - Method in class com.opengamma.strata.calc.runner.Results.Builder
Sets the results, with results for each target grouped together, ordered by column.
items(Result<?>...) - Method in class com.opengamma.strata.calc.runner.Results.Builder
Sets the items property in the builder from an array of objects.
items() - Method in class com.opengamma.strata.calc.runner.Results.Meta
The meta-property for the items property.
items() - Method in class com.opengamma.strata.collect.result.Failure.Meta
The meta-property for the items property.
IterableTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against an iterable object and returns a value.
IterableTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
 

J

JACOBIAN - Static variable in class com.opengamma.strata.market.curve.CurveInfoType
Key used to access information about the JacobianCalibrationMatrix.
jacobian(JacobianCalibrationMatrix) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the calibration information.
JacobianCalibrationMatrix - Class in com.opengamma.strata.market.curve
Jacobian matrix information produced during curve calibration.
JacobianCalibrationMatrix.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for JacobianCalibrationMatrix.
jacobianMatrix() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
The meta-property for the jacobianMatrix property.
JP - Static variable in class com.opengamma.strata.basics.location.Country
The country 'JP' - Japan.
JPTO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
The holiday calendar for Tokyo, Japan, with code 'JPTO'.
JPY - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'JPY' - Japanese Yen.
JPY_CPI_EXF - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for Japan excluding fresh food, "Non-revised Consumer Price Index Nationwide General Excluding Fresh Food".
JPY_FIXED_1Y_TONAR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'JPY-FIXED-1Y-TONAR-OIS' swap convention.
JPY_FIXED_6M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'JPY-FIXED-6M-LIBOR-6M' swap convention.
JPY_FIXED_6M_TIBORJ_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'JPY-FIXED-6M-TIBOR-JAPAN-3M' swap convention.
JPY_FIXED_TERM_TONAR_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'JPY_FIXED_TERM_TONAR-OIS' swap convention.
JPY_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions
The 'JPY-ISDA' curve.
JPY_LIBOR_1000_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1000 for tenor of 10 years.
JPY_LIBOR_1000_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1000 for tenor of 12 years.
JPY_LIBOR_1000_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1000 for tenor of 15 years.
JPY_LIBOR_1000_18M - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1000 for tenor of 18 months.
JPY_LIBOR_1000_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1000 for tenor of 1 year.
JPY_LIBOR_1000_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1000 for tenor of 20 years.
JPY_LIBOR_1000_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1000 for tenor of 25 years.
JPY_LIBOR_1000_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1000 for tenor of 2 years.
JPY_LIBOR_1000_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1000 for tenor of 30 years.
JPY_LIBOR_1000_35Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1000 for tenor of 35 years.
JPY_LIBOR_1000_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1000 for tenor of 3 years.
JPY_LIBOR_1000_40Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1000 for tenor of 40 years.
JPY_LIBOR_1000_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1000 for tenor of 4 years.
JPY_LIBOR_1000_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1000 for tenor of 5 years.
JPY_LIBOR_1000_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1000 for tenor of 6 years.
JPY_LIBOR_1000_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1000 for tenor of 7 years.
JPY_LIBOR_1000_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1000 for tenor of 8 years.
JPY_LIBOR_1000_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1000 for tenor of 9 years.
JPY_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for JPY.
JPY_LIBOR_1500_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1500 for tenor of 10 years.
JPY_LIBOR_1500_12Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1500 for tenor of 12 years.
JPY_LIBOR_1500_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1500 for tenor of 15 years.
JPY_LIBOR_1500_18M - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1500 for tenor of 18 months.
JPY_LIBOR_1500_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1500 for tenor of 1 year.
JPY_LIBOR_1500_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1500 for tenor of 20 years.
JPY_LIBOR_1500_25Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1500 for tenor of 25 years.
JPY_LIBOR_1500_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1500 for tenor of 2 years.
JPY_LIBOR_1500_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1500 for tenor of 30 years.
JPY_LIBOR_1500_35Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1500 for tenor of 35 years.
JPY_LIBOR_1500_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1500 for tenor of 3 years.
JPY_LIBOR_1500_40Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1500 for tenor of 40 years.
JPY_LIBOR_1500_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1500 for tenor of 4 years.
JPY_LIBOR_1500_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1500 for tenor of 5 years.
JPY_LIBOR_1500_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1500 for tenor of 6 years.
JPY_LIBOR_1500_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1500 for tenor of 7 years.
JPY_LIBOR_1500_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1500 for tenor of 8 years.
JPY_LIBOR_1500_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
JPY Rates 1500 for tenor of 9 years.
JPY_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for JPY.
JPY_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for JPY.
JPY_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for JPY.
JPY_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for JPY.
JPY_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for JPY.
JPY_TIBOR_EUROYEN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month TIBOR (Euroyen) index.
JPY_TIBOR_JAPAN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week TIBOR (Japan) index.
JPY_TIBOR_JAPAN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month TIBOR (Japan) index.
JPY_TONAR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The TONAR index for JPY.
JUMP_TO_DEFAULT - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the the risk of default as opposed to the the risk of change in credit spreads.
jumpToDefault(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the risk of default by subtracting from current MTM the Notional amount times Recovery Rate - 1.

K

key() - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
The meta-property for the key property.
key() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
The meta-property for the key property.
key() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta
The meta-property for the key property.
keys() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns the set of keys of this property set.
KnownAmountPaymentPeriod - Class in com.opengamma.strata.product.swap
A period within a swap that results in a known amount.
KnownAmountPaymentPeriod.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for KnownAmountPaymentPeriod.
KnownAmountPaymentPeriod.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for KnownAmountPaymentPeriod.
KnownAmountSwapLeg - Class in com.opengamma.strata.product.swap
A fixed swap leg defined in terms of known amounts.
KnownAmountSwapLeg.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for KnownAmountSwapLeg.
KnownAmountSwapLeg.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for KnownAmountSwapLeg.
KR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'KR' - South Korea.
KRW - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'KRW' = South Korean Won.

L

label() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
Sets the label to use for the node, may be empty.
label() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
The meta-property for the label property.
label(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
Sets the label to use for the node, defaulted.
label() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
The meta-property for the label property.
lag(Period) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
Sets the positive period between the price index and the accrual date, typically a number of months.
lag() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
The meta-property for the lag property.
LAST_BUSINESS_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions
Convention applying a last business day of month rule.
LAST_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions
Convention applying a last day of month rule, ignoring business days.
lastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Calculates the last business day of the month.
lastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
lastDeliveryDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the last notice date.
lastDeliveryDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the lastDeliveryDate property.
lastIndexOf(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Find the index of the first occurrence of the specified value.
lastNoticeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the last notice date.
lastNoticeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the lastNoticeDate property.
lastRegularEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional end date of the last regular schedule period, which is the start date of the final stub.
lastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the lastRegularEndDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the last trading date.
lastTradeDate() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the lastTradeDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
Sets the last date of trading.
lastTradeDate() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
The meta-property for the lastTradeDate property.
leftExtrapolate(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator
Left extrapolates the y-value from the specified x-value.
leftExtrapolateFirstDerivative(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator
Calculates the first derivative of the left extrapolated y-value at the specified x-value.
leftExtrapolateParameterSensitivity(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator
Calculates the parameter sensitivities of the left extrapolated y-value at the specified x-value.
LEG_INITIAL_NOTIONAL - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the initial notional amount of each leg of the calculation target.
LEG_PRESENT_VALUE - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the present value of each leg of the calculation target.
LEG_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
An indication of the pay-off formula that applies to the leg.
LegalEntityDiscountingProvider - Class in com.opengamma.strata.pricer.rate
The discounting factors provider, used to calculate analytic measures.
LegalEntityDiscountingProvider.Builder - Class in com.opengamma.strata.pricer.rate
The bean-builder for LegalEntityDiscountingProvider.
LegalEntityDiscountingProvider.Meta - Class in com.opengamma.strata.pricer.rate
The meta-bean for LegalEntityDiscountingProvider.
legalEntityGroup() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
The meta-property for the legalEntityGroup property.
LegalEntityGroup - Class in com.opengamma.strata.market.value
Legal entity group.
legalEntityGroup() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
The meta-property for the legalEntityGroup property.
legalEntityId(StandardId) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta
The meta-property for the legalEntityId property.
legalEntityId(StandardId) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the legal entity identifier.
legalEntityId() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the legalEntityId property.
legalEntityMap(Map<StandardId, LegalEntityGroup>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
Sets the legal entity group map.
legalEntityMap() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
The meta-property for the legalEntityMap property.
LegAmount - Interface in com.opengamma.strata.market.amount
Represents an amount of a currency associated with one leg of an instrument.
LegAmounts - Class in com.opengamma.strata.market.amount
A collection of leg amounts.
LegAmounts.Meta - Class in com.opengamma.strata.market.amount
The meta-bean for LegAmounts.
LEGS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of legs.
legs(List<ExpandedSwapLeg>) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder
Sets the legs of the swap.
legs(ExpandedSwapLeg...) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder
Sets the legs property in the builder from an array of objects.
legs() - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Meta
The meta-property for the legs property.
legs(List<SwapLeg>) - Method in class com.opengamma.strata.product.swap.Swap.Builder
Sets the legs of the swap.
legs(SwapLeg...) - Method in class com.opengamma.strata.product.swap.Swap.Builder
Sets the legs property in the builder from an array of objects.
legs() - Method in class com.opengamma.strata.product.swap.Swap.Meta
The meta-property for the legs property.
length() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Returns the length of the period.
lengthInDays() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Calculates the number of days in the period.
LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
Linear extrapolator.
LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
Linear interpolator.
Link<T extends IdentifiableBean> - Interface in com.opengamma.strata.collect.id
Defines a link to a target object using an identifier.
LinkResolutionException - Exception in com.opengamma.strata.collect.id
Exception thrown if the target of a link cannot be resolved.
LinkResolutionException(String) - Constructor for exception com.opengamma.strata.collect.id.LinkResolutionException
Creates the exception passing the failed link.
LinkResolver - Interface in com.opengamma.strata.collect.id
A resolver that can provide the target when resolving links.
listOfEmpty(int) - Static method in interface com.opengamma.strata.market.curve.CurveParameterMetadata
Gets a list of empty metadata instances.
listOfEmpty(int) - Static method in interface com.opengamma.strata.market.surface.SurfaceParameterMetadata
Gets a list of empty metadata instances.
load(ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FixingSeriesCsvLoader
Loads one or more CSV format fixing series files.
load(Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FixingSeriesCsvLoader
Loads one or more CSV format fixing series files.
load(LocalDate, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
Loads one or more CSV format FX rate files for a specific date.
load(LocalDate, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.FxRatesCsvLoader
Loads one or more CSV format FX rate files for a specific date.
load(LocalDate, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
Loads one or more CSV format quote files for a specific date.
load(LocalDate, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.QuotesCsvLoader
Loads one or more CSV format quote files for a specific date.
load(ResourceLocator, ResourceLocator, ResourceLocator...) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader
Loads one or more CSV format curve calibration files.
load(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCalibrationCsvLoader
Loads one or more CSV format curve calibration files.
load(LocalDate, ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
Loads one or more CSV format curve files for a specific date.
load(IniFile) - Static method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplate
Creates a trade report template by reading a template definition in an ini file.
load(IniFile) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
 
load(IniFile) - Static method in interface com.opengamma.strata.report.ReportTemplate
Loads a report template from an ini file.
load(IniFile) - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader
Loads the report template.
load(IniFile) - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
Creates a trade report template by reading a template definition in an ini file.
load(IniFile) - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
 
loadAllDates(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.loader.csv.RatesCurvesCsvLoader
Loads one or more CSV format curve files for all available dates.
loadCurveGroups(ResourceLocator) - Static method in class com.opengamma.strata.loader.csv.CurveGroupDefinitionCsvLoader
Loads the curve groups definition CSV file.
LoaderUtils - Class in com.opengamma.strata.loader
Contains utilities for loading market data from input files.
LocalDateDoublePoint - Class in com.opengamma.strata.collect.timeseries
Immutable representation of a single point in a LocalDateDoubleTimeSeries.
LocalDateDoubleTimeSeries - Interface in com.opengamma.strata.collect.timeseries
Interface for all local date time-series types containing double values.
LocalDateDoubleTimeSeriesBuilder - Class in com.opengamma.strata.collect.timeseries
Builder to create the immutable LocalDateDoubleTimeSeries.
LocalDateRange - Class in com.opengamma.strata.collect.range
A range of local dates.
LocalDateRange.Meta - Class in com.opengamma.strata.collect.range
The meta-bean for LocalDateRange.
LOG_LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
Log linear extrapolator.
LOG_LINEAR - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
Log linear interpolator.
LOG_MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType
The type of a strike based on log-moneyness, defined as the ln(strike/forward).
LOG_NATURAL_CUBIC_DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
Log natural cubic spline interpolator for discount factors.
LOG_NATURAL_CUBIC_MONOTONE - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
Log natural cubic interpolation with monotonicity filter.
LogMoneynessStrike - Class in com.opengamma.strata.market.option
A strike based on log-moneyness.
LogMoneynessStrike.Meta - Class in com.opengamma.strata.market.option
The meta-bean for LogMoneynessStrike.
LongDoublePair - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of a long and double.
LongDoublePair.Meta - Class in com.opengamma.strata.collect.tuple
The meta-bean for LongDoublePair.
longIndex(IborIndex) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder
Sets the longer Ibor index.
longIndex() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
The meta-property for the longIndex property.
LongShort - Enum in com.opengamma.strata.basics
Flag indicating whether a trade is "long" or "short".
longShort(LongShort) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
Sets whether the option is long or short.
longShort() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
The meta-property for the longShort property.
longShort(LongShort) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder
Sets whether the option is long or short.
longShort() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta
The meta-property for the longShort property.
longShort(LongShort) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets whether the option is long or short.
longShort() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the longShort property.
lookup(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
Looks up an instance by name.
lookup(String, Class<S>) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
Looks up an instance by name and type.
lookup(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Looks up an instance by name.
lookup(String, Class<S>) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Looks up an instance by name and type.
lookup(String) - Method in interface com.opengamma.strata.collect.named.NamedLookup
Looks up an instance by name, returning null if not found.
lookupAll() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Returns the map of known instances by name.
lookupAll() - Method in interface com.opengamma.strata.collect.named.NamedLookup
Returns the immutable map of known instances by name.
lookupReference(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Looks up an element by href/id reference.
LU - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'LU' - Luxembourg.

M

macaulayDurationFromYield(FixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the Macaulay duration of the fixed coupon bond product from yield.
map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with an operation applied to each value in the array.
map(DoubleUnaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance with an operation applied to each value in the matrix.
map(Function<? super T, ? extends R>) - Method in class com.opengamma.strata.collect.result.Result
Processes a successful result by applying a function that alters the value.
map() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
The meta-property for the map property.
mapAmount(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Applies an operation to the amount.
mapAmounts(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Applies an operation to the amounts.
mapping(MarketDataMapping<?, ?>) - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
Adds a an arbitrary mapping to the builder.
mappings(CalculationTarget) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule
 
mappings() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta
The meta-property for the mappings property.
mappings(CalculationTarget) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule
 
mappings() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta
The meta-property for the mappings property.
mappings(CalculationTarget) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
 
mappings(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.MarketDataRule
Returns a set of market data mappings for the target if it matches this rule, otherwise an empty Optional.
mappings(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.MarketDataRules
Returns the market data mappings that specify which market data should be used when performing calculations for the target.
mappings(Map<Class<? extends MarketDataKey<?>>, MarketDataMapping<?, ?>>) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
Sets mappings that translate data requests from calculators into requests that can be used to look up the data in the global set of market data.
mappings() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
The meta-property for the mappings property.
mappings(List<? extends PerturbationMapping<?>>) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
Sets the market data filters and perturbations that define the scenarios.
mappings(PerturbationMapping<?>...) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
Sets the mappings property in the builder from an array of objects.
mappings() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
The meta-property for the mappings property.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Applies an operation to the sensitivities in this instance.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Returns an instance with the specified operation applied to the sensitivities in this builder.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Returns an instance with the specified operation applied to the sensitivity values.
MapTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against a map.
MapTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
 
mapValues(DoubleUnaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Applies an operation to each value in the time series.
mapWithIndex(IntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with an operation applied to each indexed value in the array.
mapWithIndex(IntIntDoubleToDoubleFunction) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance with an operation applied to each indexed value in the matrix.
marginIndex(BondFuture, double) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureProductPricer
Calculates the number related to bond futures product on which the daily margin is computed.
marginIndex(BondFutureOption, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedProductPricer
Calculates the number related to bond futures product on which the daily margin is computed.
marginIndex(IborFuture, double) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureProductPricer
Calculates the number related to Ibor futures product on which the daily margin is computed.
marginIndex(IborFutureOption, double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedProductPricer
Calculates the number related to Ibor futures product on which the daily margin is computed.
marginIndex(DeliverableSwapFuture, double) - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureProductPricer
Calculates the number related to deliverable swap futures product on which the daily margin is computed.
marginIndexSensitivity(BondFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureProductPricer
Calculates the margin index sensitivity of the bond future product.
marginIndexSensitivity(BondFutureOption, PointSensitivities) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedProductPricer
Calculates the margin index sensitivity of the bond future product.
marginIndexSensitivity(IborFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureProductPricer
Calculates the margin index sensitivity of the Ibor future product.
marginIndexSensitivity(IborFutureOption, PointSensitivities) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedProductPricer
Calculates the margin index sensitivity of the Ibor future product.
marginIndexSensitivity(DeliverableSwapFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureProductPricer
Calculates the margin index sensitivity of the deliverable swap futures product.
market() - Static method in class com.opengamma.strata.function.calculation.future.GenericFutureFunctionGroups
Obtains the function group providing all built-in measures on generic future trades based solely on querying the market for the present value.
market() - Static method in class com.opengamma.strata.function.calculation.future.GenericFutureOptionFunctionGroups
Obtains the function group providing all built-in measures on generic future option trades based solely on querying the market for the present value.
MARKET_VALUE - Static variable in class com.opengamma.strata.basics.market.FieldName
The field name for market value.
MarketData - Interface in com.opengamma.strata.basics.market
Provides access to market data, such as curves, surfaces and time-series.
marketData(Map<? extends MarketDataKey<?>, ?>) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
Sets the market data.
marketData() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
The meta-property for the marketData property.
MarketDataBox<T> - Interface in com.opengamma.strata.basics.market
A box which can provide values for an item of market data used in scenarios.
MarketDataConfig - Class in com.opengamma.strata.calc.marketdata.config
Configuration required for building non-observable market data, for example curves or surfaces.
MarketDataConfig.Meta - Class in com.opengamma.strata.calc.marketdata.config
The meta-bean for MarketDataConfig.
MarketDataConfigBuilder - Class in com.opengamma.strata.calc.marketdata.config
A mutable builder for building an instance of MarketDataConfig.
MarketDataFactory - Interface in com.opengamma.strata.calc.marketdata
A market data factory build market data.
marketDataFactory() - Static method in class com.opengamma.strata.function.StandardComponents
Returns a market data factory containing the standard set of market data functions.
marketDataFactory(ObservableMarketDataFunction) - Static method in class com.opengamma.strata.function.StandardComponents
Returns a market data factory containing the standard set of market data functions.
marketDataFeed() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
The meta-property for the marketDataFeed property.
MarketDataFeed - Class in com.opengamma.strata.basics.market
Identifies a feed of market data, for example Bloomberg or Reuters.
marketDataFeed(MarketDataFeed) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
Sets market data feed system that is the source of observable market data, for example Bloomberg or Reuters.
marketDataFeed() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
The meta-property for the marketDataFeed property.
MarketDataFilter<T,I extends MarketDataId<T>> - Interface in com.opengamma.strata.calc.marketdata.scenario
Encapsulates a rule or set of rules to decide whether a perturbation applies to a piece of market data.
MarketDataFunction<T,I extends MarketDataId<? extends T>> - Interface in com.opengamma.strata.calc.marketdata.function
A market data function creates items of market data for a set of market data IDs.
marketDataFunctions() - Static method in class com.opengamma.strata.function.StandardComponents
Returns the standard market data functions used to build market data values from other market data.
MarketDataId<T> - Interface in com.opengamma.strata.basics.market
An identifier for a unique item of market data.
MarketDataKey<T> - Interface in com.opengamma.strata.basics.market
A key that identifies an item of market data.
MarketDataKeys - Class in com.opengamma.strata.market.key
Factory methods for creating MarketDataKey instances for common market data types.
MarketDataMapping<T,K extends MarketDataKey<T>> - Interface in com.opengamma.strata.calc.marketdata.mapping
A market data mapping can be thought of as a configuration rule that tells the system where to find a piece of market data that is required for a calculation.
MarketDataMappings - Interface in com.opengamma.strata.calc.marketdata.mapping
Market data mappings specify which market data from the global set of data should be used for a particular calculation.
MarketDataMappingsBuilder - Class in com.opengamma.strata.function.marketdata.mapping
Builder for MarketDataMappings that knows about the standard mappings (e.g.
MarketDataRatesProvider - Class in com.opengamma.strata.function.marketdata
A rates provider based on market data from the engine.
MarketDataRatesProvider(MarketData) - Constructor for class com.opengamma.strata.function.marketdata.MarketDataRatesProvider
Creates an instance.
MarketDataRequirements - Class in com.opengamma.strata.calc.marketdata
A collection of market data IDs defining a set of market data.
MarketDataRequirements.Meta - Class in com.opengamma.strata.calc.marketdata
The meta-bean for MarketDataRequirements.
MarketDataRequirementsBuilder - Class in com.opengamma.strata.calc.marketdata
Mutable builder for creating instances of MarketDataRequirements.
MarketDataRequirementsBuilder() - Constructor for class com.opengamma.strata.calc.marketdata.MarketDataRequirementsBuilder
 
MarketDataRule - Interface in com.opengamma.strata.calc.config
Single market data rule that specifies what market data should be used in calculations for a calculation target.
marketDataRules(MarketDataRules) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
Sets the rules defining what market data should be used in each calculation.
marketDataRules() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
The meta-property for the marketDataRules property.
marketDataRules(MarketDataRules) - Method in class com.opengamma.strata.calc.Column.Builder
Sets the market data rules that apply to this column in addition to the default rules.
marketDataRules() - Method in class com.opengamma.strata.calc.Column.Meta
The meta-property for the marketDataRules property.
MarketDataRules - Interface in com.opengamma.strata.calc.config
Market data rules specify what market data should be used when calculating measures for a target.
marketDataType(Class<T>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
Sets the type of market data handled by this mapping.
marketDataType() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
The meta-property for the marketDataType property.
MarketDataUtils - Class in com.opengamma.strata.function.calculation.rate
Utilities for manipulating market data.
MarketDataView - Interface in com.opengamma.strata.market
A high-level view of a single item of market data.
MarketEnvironment - Class in com.opengamma.strata.calc.marketdata
A set of market data.
marketEnvironment(MarketEnvironment) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
Sets the market data that was successfully built.
marketEnvironment() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
The meta-property for the marketEnvironment property.
MarketEnvironment.Meta - Class in com.opengamma.strata.calc.marketdata
The meta-bean for MarketEnvironment.
MarketEnvironmentBuilder - Class in com.opengamma.strata.calc.marketdata
A mutable builder for building up MarketEnvironment instances.
MarketEnvironmentResult - Class in com.opengamma.strata.calc.marketdata
The result of building a set of market data, containing the successfully built data and details of any data that could not be built.
MarketEnvironmentResult.Builder - Class in com.opengamma.strata.calc.marketdata
The bean-builder for MarketEnvironmentResult.
MarketEnvironmentResult.Meta - Class in com.opengamma.strata.calc.marketdata
The meta-bean for MarketEnvironmentResult.
MarketQuoteSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity
Calculator to obtain the Market Quote sensitivities.
MarketQuoteSensitivityCalculator() - Constructor for class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
 
matches(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Checks if the date matches the rules of the roll convention.
matches(I, MarketDataBox<T>) - Method in interface com.opengamma.strata.calc.marketdata.scenario.MarketDataFilter
Applies the filter to a market data ID and the corresponding market data value and returns true if the filter matches.
matches(MarketDataId<?>, MarketDataBox<?>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
Returns true if the filter matches the market data ID and value.
matches(Pattern, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument is non-null and matches the specified pattern.
matches(CurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
 
matches(DiscountCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
 
matches(IndexCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
 
matches(CurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
 
matches(IndexCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
 
matches(RateCurveId, MarketDataBox<Curve>) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
 
Matrix - Interface in com.opengamma.strata.collect.array
Base interface for all matrix types.
maturityDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
Sets the adjustment applied to the fixing date to obtain the maturity date.
maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
The meta-property for the maturityDateOffset property.
maturityDateOffset(TenorAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the adjustment applied to the effective date to obtain the maturity date.
maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the maturityDateOffset property.
max() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns the minimum value held in the array.
maximumSteps(int) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
Sets the maximum number of steps for the root finder.
maximumSteps() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
The meta-property for the maximumSteps property.
Measure - Class in com.opengamma.strata.calc.config
Identifies a measure that can be produced by the system.
measure(String) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator
Gets the measure encoded in a value path, if present.
measures() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
The meta-property for the measures property.
merge(FxMatrix) - Method in class com.opengamma.strata.basics.currency.FxMatrix
Merges the entries from the other matrix into this one.
merge(LocalDate, double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Merges the specified date/value point into this builder.
merge(LocalDateDoublePoint, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Merges the specified date/value point into this builder.
mergedWith(MarketEnvironment) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Returns a new market environment containing the data from this environment and another environment.
mergeRegular(int, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule
Merges this schedule to form a new schedule by combining the regular schedule periods.
mergeToTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule
Merges this schedule to form a new schedule with a single 'Term' period.
message() - Method in class com.opengamma.strata.collect.result.Failure.Meta
The meta-property for the message property.
message() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the message property.
Messages - Class in com.opengamma.strata.collect
Contains utility methods for managing messages.
meta() - Static method in class com.opengamma.strata.basics.currency.FxRate
The meta-bean for FxRate.
meta() - Static method in class com.opengamma.strata.basics.currency.FxRatesArray
The meta-bean for FxRatesArray.
meta() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
The meta-bean for MultiCurrencyAmount.
meta() - Static method in class com.opengamma.strata.basics.currency.Payment
The meta-bean for Payment.
meta() - Static method in class com.opengamma.strata.basics.date.AdjustableDate
The meta-bean for AdjustableDate.
meta() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
The meta-bean for BusinessDayAdjustment.
meta() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
The meta-bean for DaysAdjustment.
meta() - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
The meta-bean for ImmutableHolidayCalendar.
meta() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
The meta-bean for PeriodAdjustment.
meta() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
The meta-bean for TenorAdjustment.
meta() - Static method in class com.opengamma.strata.basics.index.FloatingRateName
The meta-bean for FloatingRateName.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex
The meta-bean for ImmutableFxIndex.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex
The meta-bean for ImmutableIborIndex.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
The meta-bean for ImmutableOvernightIndex.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
The meta-bean for ImmutablePriceIndex.
meta() - Static method in class com.opengamma.strata.basics.market.FxRateId
The meta-bean for FxRateId.
meta() - Static method in class com.opengamma.strata.basics.market.FxRateKey
The meta-bean for FxRateKey.
meta() - Static method in class com.opengamma.strata.basics.market.ImmutableMarketData
The meta-bean for ImmutableMarketData.
meta() - Static method in class com.opengamma.strata.basics.market.ImmutableReferenceData
The meta-bean for ImmutableReferenceData.
meta() - Static method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData
The meta-bean for ImmutableTypedReferenceData.
meta() - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
The meta-bean for ScenarioMarketDataBox.
meta() - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList
The meta-bean for ScenarioValuesList.
meta() - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox
The meta-bean for SingleMarketDataBox.
meta() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
The meta-bean for PeriodicSchedule.
meta() - Static method in class com.opengamma.strata.basics.schedule.Schedule
The meta-bean for Schedule.
meta() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
The meta-bean for SchedulePeriod.
meta() - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
The meta-bean for HalfUpRounding.
meta() - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
The meta-bean for ValueAdjustment.
meta() - Static method in class com.opengamma.strata.basics.value.ValueDerivatives
The meta-bean for ValueDerivatives.
meta() - Static method in class com.opengamma.strata.basics.value.ValueSchedule
The meta-bean for ValueSchedule.
meta() - Static method in class com.opengamma.strata.basics.value.ValueStep
The meta-bean for ValueStep.
meta() - Static method in class com.opengamma.strata.calc.CalculationRules
The meta-bean for CalculationRules.
meta() - Static method in class com.opengamma.strata.calc.Column
The meta-bean for Column.
meta() - Static method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule
The meta-bean for AllTargetsMarketDataRule.
meta() - Static method in class com.opengamma.strata.calc.config.DefaultMarketDataRule
The meta-bean for DefaultMarketDataRule.
meta() - Static method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
The meta-bean for DefaultMarketDataRules.
meta() - Static method in class com.opengamma.strata.calc.config.FunctionConfig
The meta-bean for FunctionConfig.
meta() - Static method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
The meta-bean for DefaultFunctionGroup.
meta() - Static method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
The meta-bean for DefaultPricingRules.
meta() - Static method in class com.opengamma.strata.calc.config.pricing.PricingRule
The meta-bean for PricingRule.
meta() - Static method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
The meta-bean for MarketDataConfig.
meta() - Static method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
The meta-bean for FunctionRequirements.
meta() - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
The meta-bean for DefaultMarketDataMappings.
meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
The meta-bean for MarketDataRequirements.
meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
The meta-bean for MarketEnvironment.
meta() - Static method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
The meta-bean for MarketEnvironmentResult.
meta() - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
The meta-bean for PerturbationMapping.
meta() - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
The meta-bean for ScenarioDefinition.
meta() - Static method in class com.opengamma.strata.calc.runner.CalculationResult
The meta-bean for CalculationResult.
meta() - Static method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
The meta-bean for CurrencyValuesArray.
meta() - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
The meta-bean for DefaultScenarioResult.
meta() - Static method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
The meta-bean for FxConvertibleList.
meta() - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
The meta-bean for MultiCurrencyValuesArray.
meta() - Static method in class com.opengamma.strata.calc.runner.MissingMappingId
The meta-bean for MissingMappingId.
meta() - Static method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
The meta-bean for NoMatchingRuleId.
meta() - Static method in class com.opengamma.strata.calc.runner.Results
The meta-bean for Results.
meta() - Static method in class com.opengamma.strata.collect.id.StandardId
The meta-bean for StandardId.
meta() - Static method in class com.opengamma.strata.collect.id.StandardLink
The meta-bean for StandardLink.
meta() - Static method in class com.opengamma.strata.collect.range.LocalDateRange
The meta-bean for LocalDateRange.
meta() - Static method in class com.opengamma.strata.collect.result.Failure
The meta-bean for Failure.
meta() - Static method in class com.opengamma.strata.collect.result.FailureItem
The meta-bean for FailureItem.
meta() - Static method in class com.opengamma.strata.collect.result.Result
The meta-bean for Result.
meta() - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
The meta-bean for DoublesPair.
meta() - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
The meta-bean for IntDoublePair.
meta() - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
The meta-bean for LongDoublePair.
meta() - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
The meta-bean for ObjDoublePair.
meta() - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
The meta-bean for ObjIntPair.
meta() - Static method in class com.opengamma.strata.collect.tuple.Pair
The meta-bean for Pair.
meta() - Static method in class com.opengamma.strata.collect.tuple.Triple
The meta-bean for Triple.
meta() - Static method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
The meta-bean for CurveParallelShifts.
meta() - Static method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
The meta-bean for CurvePointShifts.
meta() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
The meta-bean for RootFinderConfig.
meta() - Static method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
The meta-bean for FxRateConfig.
meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
The meta-bean for DiscountCurveMapping.
meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
The meta-bean for IborIndexCurveMapping.
meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
The meta-bean for OvernightIndexCurveMapping.
meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
The meta-bean for SwaptionVolatilitiesMapping.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
The meta-bean for AnyCurveFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
The meta-bean for AnyDiscountCurveFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
The meta-bean for AnyIndexForwardCurveFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
The meta-bean for CurveNameFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
The meta-bean for IndexCurveFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
The meta-bean for RateCurveCurrencyFilter.
meta() - Static method in class com.opengamma.strata.market.amount.CashFlow
The meta-bean for CashFlow.
meta() - Static method in class com.opengamma.strata.market.amount.CashFlows
The meta-bean for CashFlows.
meta() - Static method in class com.opengamma.strata.market.amount.LegAmounts
The meta-bean for LegAmounts.
meta() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
The meta-bean for SwapLegAmount.
Meta() - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.market.curve.AddFixedCurve
The meta-bean for AddFixedCurve.
meta() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
The meta-bean for ConstantNodalCurve.
meta() - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
The meta-bean for CurveCurrencyParameterSensitivities.
meta() - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
The meta-bean for CurveCurrencyParameterSensitivity.
meta() - Static method in class com.opengamma.strata.market.curve.CurveGroup
The meta-bean for CurveGroup.
meta() - Static method in class com.opengamma.strata.market.curve.CurveGroupDefinition
The meta-bean for CurveGroupDefinition.
meta() - Static method in class com.opengamma.strata.market.curve.CurveGroupEntry
The meta-bean for CurveGroupEntry.
meta() - Static method in class com.opengamma.strata.market.curve.CurveInputs
The meta-bean for CurveInputs.
meta() - Static method in class com.opengamma.strata.market.curve.CurveParameterSize
The meta-bean for CurveParameterSize.
meta() - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
The meta-bean for CurveUnitParameterSensitivities.
meta() - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
The meta-bean for CurveUnitParameterSensitivity.
meta() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
The meta-bean for DefaultCurveMetadata.
meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
The meta-bean for InterpolatedNodalCurve.
meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
The meta-bean for InterpolatedNodalCurveDefinition.
meta() - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
The meta-bean for IsdaCreditCurveInputs.
meta() - Static method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
The meta-bean for IsdaYieldCurveInputs.
meta() - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
The meta-bean for JacobianCalibrationMatrix.
meta() - Static method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
The meta-bean for SimpleCurveNodeMetadata.
meta() - Static method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
The meta-bean for TenorCurveNodeMetadata.
meta() - Static method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
The meta-bean for YearMonthCurveNodeMetadata.
meta() - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
The meta-bean for FixedIborSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
The meta-bean for FixedOvernightSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
The meta-bean for FraCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
The meta-bean for FxSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
The meta-bean for IborFixingDepositCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
The meta-bean for IborFutureCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
The meta-bean for IborIborSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
The meta-bean for TermDepositCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
The meta-bean for ThreeLegBasisSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
The meta-bean for XCcyIborIborSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
The meta-bean for CurveParallelShift.
meta() - Static method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
The meta-bean for CurvePointShift.
meta() - Static method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
The meta-bean for IndexedCurvePointShift.
meta() - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
The meta-bean for ParallelShiftedCurve.
meta() - Static method in class com.opengamma.strata.market.explain.ExplainMap
The meta-bean for ExplainMap.
meta() - Static method in class com.opengamma.strata.market.id.CurveGroupId
The meta-bean for CurveGroupId.
meta() - Static method in class com.opengamma.strata.market.id.CurveInputsId
The meta-bean for CurveInputsId.
meta() - Static method in class com.opengamma.strata.market.id.DiscountCurveId
The meta-bean for DiscountCurveId.
meta() - Static method in class com.opengamma.strata.market.id.IborIndexCurveId
The meta-bean for IborIndexCurveId.
meta() - Static method in class com.opengamma.strata.market.id.IndexRateId
The meta-bean for IndexRateId.
meta() - Static method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
The meta-bean for IsdaIndexCreditCurveInputsId.
meta() - Static method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
The meta-bean for IsdaIndexRecoveryRateId.
meta() - Static method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
The meta-bean for IsdaSingleNameCreditCurveInputsId.
meta() - Static method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
The meta-bean for IsdaSingleNameRecoveryRateId.
meta() - Static method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
The meta-bean for IsdaYieldCurveInputsId.
meta() - Static method in class com.opengamma.strata.market.id.OvernightIndexCurveId
The meta-bean for OvernightIndexCurveId.
meta() - Static method in class com.opengamma.strata.market.id.PriceIndexCurveId
The meta-bean for PriceIndexCurveId.
meta() - Static method in class com.opengamma.strata.market.id.QuoteId
The meta-bean for QuoteId.
meta() - Static method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
The meta-bean for SwaptionVolatilitiesId.
meta() - Static method in class com.opengamma.strata.market.key.CurveGroupKey
The meta-bean for CurveGroupKey.
meta() - Static method in class com.opengamma.strata.market.key.CurveInputsKey
The meta-bean for CurveInputsKey.
meta() - Static method in class com.opengamma.strata.market.key.DiscountCurveKey
The meta-bean for DiscountCurveKey.
meta() - Static method in class com.opengamma.strata.market.key.IborIndexCurveKey
The meta-bean for IborIndexCurveKey.
meta() - Static method in class com.opengamma.strata.market.key.IndexRateKey
The meta-bean for IndexRateKey.
meta() - Static method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
The meta-bean for IsdaIndexCreditCurveInputsKey.
meta() - Static method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
The meta-bean for IsdaIndexRecoveryRateKey.
meta() - Static method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
The meta-bean for IsdaSingleNameCreditCurveInputsKey.
meta() - Static method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
The meta-bean for IsdaSingleNameRecoveryRateKey.
meta() - Static method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
The meta-bean for IsdaYieldCurveInputsKey.
meta() - Static method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
The meta-bean for OvernightIndexCurveKey.
meta() - Static method in class com.opengamma.strata.market.key.PriceIndexCurveKey
The meta-bean for PriceIndexCurveKey.
meta() - Static method in class com.opengamma.strata.market.key.QuoteKey
The meta-bean for QuoteKey.
meta() - Static method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
The meta-bean for QuotesArrayKey.
meta() - Static method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
The meta-bean for SwaptionVolatilitiesKey.
meta() - Static method in class com.opengamma.strata.market.option.DeltaStrike
The meta-bean for DeltaStrike.
meta() - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
The meta-bean for LogMoneynessStrike.
meta() - Static method in class com.opengamma.strata.market.option.MoneynessStrike
The meta-bean for MoneynessStrike.
meta() - Static method in class com.opengamma.strata.market.option.SimpleStrike
The meta-bean for SimpleStrike.
meta() - Static method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
The meta-bean for BondFutureOptionSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
The meta-bean for FxForwardSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
The meta-bean for FxIndexSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
The meta-bean for FxOptionSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
The meta-bean for IborFutureOptionSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
The meta-bean for IborRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
The meta-bean for InflationRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
The meta-bean for IssuerCurveZeroRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
The meta-bean for OvernightRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
The meta-bean for PointSensitivities.
meta() - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
The meta-bean for RepoCurveZeroRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
The meta-bean for SwaptionSabrSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
The meta-bean for SwaptionSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
The meta-bean for ZeroRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface
The meta-bean for ConstantNodalSurface.
meta() - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
The meta-bean for DefaultSurfaceMetadata.
meta() - Static method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
The meta-bean for EmptySurfaceParameterMetadata.
meta() - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
The meta-bean for InterpolatedNodalSurface.
meta() - Static method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
The meta-bean for FxVolatilitySurfaceYearFractionNodeMetadata.
meta() - Static method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
The meta-bean for GenericVolatilitySurfaceYearFractionMetadata.
meta() - Static method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
The meta-bean for SwaptionSurfaceExpiryTenorNodeMetadata.
meta() - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
The meta-bean for SurfaceCurrencyParameterSensitivities.
meta() - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
The meta-bean for SurfaceCurrencyParameterSensitivity.
meta() - Static method in class com.opengamma.strata.market.value.CdsRecoveryRate
The meta-bean for CdsRecoveryRate.
meta() - Static method in class com.opengamma.strata.market.value.scenario.QuotesArray
The meta-bean for QuotesArray.
meta() - Static method in class com.opengamma.strata.market.view.DiscountFxForwardRates
The meta-bean for DiscountFxForwardRates.
meta() - Static method in class com.opengamma.strata.market.view.DiscountFxIndexRates
The meta-bean for DiscountFxIndexRates.
meta() - Static method in class com.opengamma.strata.market.view.DiscountIborIndexRates
The meta-bean for DiscountIborIndexRates.
meta() - Static method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
The meta-bean for DiscountOvernightIndexRates.
meta() - Static method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
The meta-bean for ForwardPriceIndexValues.
meta() - Static method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
The meta-bean for IssuerCurveDiscountFactors.
meta() - Static method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
The meta-bean for RepoCurveDiscountFactors.
meta() - Static method in class com.opengamma.strata.market.view.SimpleDiscountFactors
The meta-bean for SimpleDiscountFactors.
meta() - Static method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
The meta-bean for ZeroRateDiscountFactors.
meta() - Static method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
The meta-bean for ZeroRatePeriodicDiscountFactors.
meta() - Static method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
The meta-bean for BlackVolatilityExpLogMoneynessBondFutureProvider.
meta() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
The meta-bean for BlackVolatilityFlatFxProvider.
meta() - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
The meta-bean for BlackVolatilitySurfaceFxProvider.
meta() - Static method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
The meta-bean for HullWhiteOneFactorPiecewiseConstantParametersProvider.
meta() - Static method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
The meta-bean for NormalVolatilityExpSimpleMoneynessIborFutureProvider.
meta() - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
The meta-bean for ImmutableRatesProvider.
meta() - Static method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
The meta-bean for LegalEntityDiscountingProvider.
meta() - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
The meta-bean for BlackSwaptionExpiryTenorVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
The meta-bean for NormalSwaptionExpiryTenorVolatilities.
meta() - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
The meta-bean for SabrParametersSwaptionVolatilities.
meta() - Static method in class com.opengamma.strata.product.bond.BondFuture
The meta-bean for BondFuture.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOption
The meta-bean for BondFutureOption.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
The meta-bean for BondFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.product.bond.BondFutureTrade
The meta-bean for BondFutureTrade.
meta() - Static method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
The meta-bean for ExpandedFixedCouponBond.
meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBond
The meta-bean for FixedCouponBond.
meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
The meta-bean for FixedCouponBondPaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
The meta-bean for FixedCouponBondTrade.
meta() - Static method in class com.opengamma.strata.product.cms.Cms
The meta-bean for Cms.
meta() - Static method in class com.opengamma.strata.product.cms.CmsLeg
The meta-bean for CmsLeg.
meta() - Static method in class com.opengamma.strata.product.cms.CmsPeriod
The meta-bean for CmsPeriod.
meta() - Static method in class com.opengamma.strata.product.cms.CmsTrade
The meta-bean for CmsTrade.
meta() - Static method in class com.opengamma.strata.product.cms.ExpandedCms
The meta-bean for ExpandedCms.
meta() - Static method in class com.opengamma.strata.product.cms.ExpandedCmsLeg
The meta-bean for ExpandedCmsLeg.
meta() - Static method in class com.opengamma.strata.product.credit.Cds
The meta-bean for Cds.
meta() - Static method in class com.opengamma.strata.product.credit.CdsTrade
The meta-bean for CdsTrade.
meta() - Static method in class com.opengamma.strata.product.credit.ExpandedCds
The meta-bean for ExpandedCds.
Meta() - Constructor for class com.opengamma.strata.product.credit.ExpandedCds.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.product.credit.FeeLeg
The meta-bean for FeeLeg.
meta() - Static method in class com.opengamma.strata.product.credit.IndexReferenceInformation
The meta-bean for IndexReferenceInformation.
meta() - Static method in class com.opengamma.strata.product.credit.PeriodicPayments
The meta-bean for PeriodicPayments.
meta() - Static method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
The meta-bean for SingleNameReferenceInformation.
meta() - Static method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
The meta-bean for ImmutableCdsConvention.
meta() - Static method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
The meta-bean for ExpandedIborFixingDeposit.
meta() - Static method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
The meta-bean for ExpandedTermDeposit.
meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDeposit
The meta-bean for IborFixingDeposit.
meta() - Static method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
The meta-bean for IborFixingDepositTrade.
meta() - Static method in class com.opengamma.strata.product.deposit.TermDeposit
The meta-bean for TermDeposit.
meta() - Static method in class com.opengamma.strata.product.deposit.TermDepositTrade
The meta-bean for TermDepositTrade.
meta() - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
The meta-bean for IborFixingDepositTemplate.
meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
The meta-bean for ImmutableIborFixingDepositConvention.
meta() - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
The meta-bean for ImmutableTermDepositConvention.
meta() - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
The meta-bean for TermDepositTemplate.
meta() - Static method in class com.opengamma.strata.product.equity.Equity
The meta-bean for Equity.
meta() - Static method in class com.opengamma.strata.product.equity.EquityTrade
The meta-bean for EquityTrade.
meta() - Static method in class com.opengamma.strata.product.fra.ExpandedFra
The meta-bean for ExpandedFra.
meta() - Static method in class com.opengamma.strata.product.fra.Fra
The meta-bean for Fra.
meta() - Static method in class com.opengamma.strata.product.fra.FraTrade
The meta-bean for FraTrade.
meta() - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
The meta-bean for FraTemplate.
meta() - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
The meta-bean for ImmutableFraConvention.
meta() - Static method in class com.opengamma.strata.product.future.GenericFuture
The meta-bean for GenericFuture.
meta() - Static method in class com.opengamma.strata.product.future.GenericFutureOption
The meta-bean for GenericFutureOption.
meta() - Static method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
The meta-bean for GenericFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.product.future.GenericFutureTrade
The meta-bean for GenericFutureTrade.
meta() - Static method in class com.opengamma.strata.product.fx.ExpandedFxNdf
The meta-bean for ExpandedFxNdf.
meta() - Static method in class com.opengamma.strata.product.fx.ExpandedFxSingle
The meta-bean for ExpandedFxSingle.
meta() - Static method in class com.opengamma.strata.product.fx.ExpandedFxSwap
The meta-bean for ExpandedFxSwap.
meta() - Static method in class com.opengamma.strata.product.fx.FxNdf
The meta-bean for FxNdf.
meta() - Static method in class com.opengamma.strata.product.fx.FxNdfTrade
The meta-bean for FxNdfTrade.
meta() - Static method in class com.opengamma.strata.product.fx.FxSingle
The meta-bean for FxSingle.
meta() - Static method in class com.opengamma.strata.product.fx.FxSingleTrade
The meta-bean for FxSingleTrade.
meta() - Static method in class com.opengamma.strata.product.fx.FxSwap
The meta-bean for FxSwap.
meta() - Static method in class com.opengamma.strata.product.fx.FxSwapTrade
The meta-bean for FxSwapTrade.
meta() - Static method in class com.opengamma.strata.product.fx.FxVanillaOption
The meta-bean for FxVanillaOption.
meta() - Static method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
The meta-bean for FxVanillaOptionTrade.
meta() - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
The meta-bean for FxSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
The meta-bean for ImmutableFxSwapConvention.
meta() - Static method in class com.opengamma.strata.product.index.IborFuture
The meta-bean for IborFuture.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureOption
The meta-bean for IborFutureOption.
Meta() - Constructor for class com.opengamma.strata.product.index.IborFutureOption.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureOptionTrade
The meta-bean for IborFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.product.index.IborFutureTrade
The meta-bean for IborFutureTrade.
meta() - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate
The meta-bean for IborFutureTemplate.
meta() - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
The meta-bean for ImmutableIborFutureConvention.
meta() - Static method in class com.opengamma.strata.product.payment.BulletPayment
The meta-bean for BulletPayment.
meta() - Static method in class com.opengamma.strata.product.payment.BulletPaymentTrade
The meta-bean for BulletPaymentTrade.
meta() - Static method in class com.opengamma.strata.product.rate.FixedRateObservation
The meta-bean for FixedRateObservation.
meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
The meta-bean for IborAveragedFixing.
meta() - Static method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
The meta-bean for IborAveragedRateObservation.
meta() - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
The meta-bean for IborInterpolatedRateObservation.
meta() - Static method in class com.opengamma.strata.product.rate.IborRateObservation
The meta-bean for IborRateObservation.
meta() - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
The meta-bean for InflationInterpolatedRateObservation.
Meta() - Constructor for class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
The meta-bean for InflationMonthlyRateObservation.
meta() - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
The meta-bean for OvernightAveragedRateObservation.
meta() - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
The meta-bean for OvernightCompoundedRateObservation.
meta() - Static method in class com.opengamma.strata.product.SecurityLink
The meta-bean for SecurityLink.
meta() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
The meta-bean for DeliverableSwapFuture.
meta() - Static method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
The meta-bean for DeliverableSwapFutureTrade.
meta() - Static method in class com.opengamma.strata.product.swap.ExpandedSwap
The meta-bean for ExpandedSwap.
meta() - Static method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
The meta-bean for ExpandedSwapLeg.
meta() - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
The meta-bean for FixedRateCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.FxReset
The meta-bean for FxReset.
meta() - Static method in class com.opengamma.strata.product.swap.FxResetCalculation
The meta-bean for FxResetCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
The meta-bean for FxResetNotionalExchange.
meta() - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
The meta-bean for IborRateCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
The meta-bean for ImmutableSwapIndex.
meta() - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
The meta-bean for InflationRateCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
The meta-bean for KnownAmountPaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
The meta-bean for KnownAmountSwapLeg.
meta() - Static method in class com.opengamma.strata.product.swap.NotionalExchange
The meta-bean for NotionalExchange.
meta() - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
The meta-bean for NotionalSchedule.
meta() - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
The meta-bean for OvernightRateCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.PaymentSchedule
The meta-bean for PaymentSchedule.
meta() - Static method in class com.opengamma.strata.product.swap.RateAccrualPeriod
The meta-bean for RateAccrualPeriod.
meta() - Static method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
The meta-bean for RateCalculationSwapLeg.
meta() - Static method in class com.opengamma.strata.product.swap.RatePaymentPeriod
The meta-bean for RatePaymentPeriod.
meta() - Static method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
The meta-bean for RatePeriodSwapLeg.
meta() - Static method in class com.opengamma.strata.product.swap.ResetSchedule
The meta-bean for ResetSchedule.
meta() - Static method in class com.opengamma.strata.product.swap.StubCalculation
The meta-bean for StubCalculation.
meta() - Static method in class com.opengamma.strata.product.swap.Swap
The meta-bean for Swap.
meta() - Static method in class com.opengamma.strata.product.swap.SwapTrade
The meta-bean for SwapTrade.
meta() - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
The meta-bean for FixedIborSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
The meta-bean for FixedOvernightSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
The meta-bean for FixedRateSwapLegConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
The meta-bean for IborIborSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
The meta-bean for IborRateSwapLegConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
The meta-bean for ImmutableFixedIborSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
The meta-bean for ImmutableFixedOvernightSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
The meta-bean for ImmutableIborIborSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
The meta-bean for ImmutableThreeLegBasisSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
The meta-bean for ImmutableXCcyIborIborSwapConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
The meta-bean for OvernightRateSwapLegConvention.
meta() - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
The meta-bean for ThreeLegBasisSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
The meta-bean for XCcyIborIborSwapTemplate.
meta() - Static method in class com.opengamma.strata.product.swaption.CashSettlement
The meta-bean for CashSettlement.
meta() - Static method in class com.opengamma.strata.product.swaption.ExpandedSwaption
The meta-bean for ExpandedSwaption.
meta() - Static method in class com.opengamma.strata.product.swaption.PhysicalSettlement
The meta-bean for PhysicalSettlement.
meta() - Static method in class com.opengamma.strata.product.swaption.Swaption
The meta-bean for Swaption.
meta() - Static method in class com.opengamma.strata.product.swaption.SwaptionTrade
The meta-bean for SwaptionTrade.
meta() - Static method in class com.opengamma.strata.product.TradeInfo
The meta-bean for TradeInfo.
meta() - Static method in class com.opengamma.strata.product.UnitSecurity
The meta-bean for UnitSecurity.
meta() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport
The meta-bean for CashFlowReport.
meta() - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
The meta-bean for FormatSettings.
meta() - Static method in class com.opengamma.strata.report.ReportCalculationResults
The meta-bean for ReportCalculationResults.
meta() - Static method in class com.opengamma.strata.report.ReportRequirements
The meta-bean for ReportRequirements.
Meta() - Constructor for class com.opengamma.strata.report.ReportRequirements.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.report.trade.TradeReport
The meta-bean for TradeReport.
meta() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn
The meta-bean for TradeReportColumn.
Meta() - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
The meta-bean for TradeReportTemplate.
metaBean() - Method in class com.opengamma.strata.basics.currency.FxRate
 
metaBean() - Method in class com.opengamma.strata.basics.currency.FxRatesArray
 
metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
 
metaBean() - Method in class com.opengamma.strata.basics.currency.Payment
 
metaBean() - Method in class com.opengamma.strata.basics.date.AdjustableDate
 
metaBean() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
metaBean() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.index.FloatingRateName
 
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
metaBean() - Method in class com.opengamma.strata.basics.market.FxRateId
 
metaBean() - Method in class com.opengamma.strata.basics.market.FxRateKey
 
metaBean() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
metaBean() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
metaBean() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData
 
metaBean() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
metaBean() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
 
metaBean() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
metaBean() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
metaBean() - Method in class com.opengamma.strata.basics.schedule.Schedule
 
metaBean() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
metaBean() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
metaBean() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
 
metaBean() - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
metaBean() - Method in class com.opengamma.strata.basics.value.ValueStep
 
metaBean() - Method in class com.opengamma.strata.calc.CalculationRules
 
metaBean() - Method in class com.opengamma.strata.calc.Column
 
metaBean() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule
 
metaBean() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule
 
metaBean() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
 
metaBean() - Method in class com.opengamma.strata.calc.config.FunctionConfig
 
metaBean() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
 
metaBean() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
 
metaBean() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
 
metaBean() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
 
metaBean() - Method in class com.opengamma.strata.calc.runner.CalculationResult
 
metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
 
metaBean() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
 
metaBean() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
 
metaBean() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
 
metaBean() - Method in class com.opengamma.strata.calc.runner.Results
 
metaBean() - Method in class com.opengamma.strata.collect.array.DoubleArray
 
metaBean() - Method in class com.opengamma.strata.collect.id.StandardId
 
metaBean() - Method in class com.opengamma.strata.collect.id.StandardLink
 
metaBean() - Method in class com.opengamma.strata.collect.io.XmlElement
 
metaBean() - Method in class com.opengamma.strata.collect.range.LocalDateRange
 
metaBean() - Method in class com.opengamma.strata.collect.result.Failure
 
metaBean() - Method in class com.opengamma.strata.collect.result.FailureItem
 
metaBean() - Method in class com.opengamma.strata.collect.result.Result
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.Pair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.Triple
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
 
metaBean() - Method in class com.opengamma.strata.market.amount.CashFlow
 
metaBean() - Method in class com.opengamma.strata.market.amount.CashFlows
 
metaBean() - Method in class com.opengamma.strata.market.amount.LegAmounts
 
metaBean() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
metaBean() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
metaBean() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroup
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveInputs
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
metaBean() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
 
metaBean() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
 
metaBean() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
 
metaBean() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
 
metaBean() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
 
metaBean() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
 
metaBean() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
 
metaBean() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
 
metaBean() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
metaBean() - Method in class com.opengamma.strata.market.explain.ExplainMap
 
metaBean() - Method in class com.opengamma.strata.market.id.CurveGroupId
 
metaBean() - Method in class com.opengamma.strata.market.id.CurveInputsId
 
metaBean() - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
metaBean() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
 
metaBean() - Method in class com.opengamma.strata.market.id.IndexRateId
 
metaBean() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
 
metaBean() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
 
metaBean() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
 
metaBean() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
 
metaBean() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
 
metaBean() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
 
metaBean() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
 
metaBean() - Method in class com.opengamma.strata.market.id.QuoteId
 
metaBean() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
 
metaBean() - Method in class com.opengamma.strata.market.key.CurveGroupKey
 
metaBean() - Method in class com.opengamma.strata.market.key.CurveInputsKey
 
metaBean() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IndexRateKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
 
metaBean() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
 
metaBean() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
 
metaBean() - Method in class com.opengamma.strata.market.key.QuoteKey
 
metaBean() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
 
metaBean() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
 
metaBean() - Method in class com.opengamma.strata.market.option.DeltaStrike
 
metaBean() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
metaBean() - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
metaBean() - Method in class com.opengamma.strata.market.option.SimpleStrike
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
metaBean() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
metaBean() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
 
metaBean() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
metaBean() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
 
metaBean() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
 
metaBean() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
 
metaBean() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
 
metaBean() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
 
metaBean() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
 
metaBean() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
metaBean() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
metaBean() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
metaBean() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
metaBean() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
metaBean() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
 
metaBean() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
 
metaBean() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
metaBean() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
metaBean() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
metaBean() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
metaBean() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFuture
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
 
metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
metaBean() - Method in class com.opengamma.strata.product.cms.Cms
 
metaBean() - Method in class com.opengamma.strata.product.cms.CmsLeg
 
metaBean() - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
metaBean() - Method in class com.opengamma.strata.product.cms.CmsTrade
 
metaBean() - Method in class com.opengamma.strata.product.cms.ExpandedCms
 
metaBean() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg
 
metaBean() - Method in class com.opengamma.strata.product.credit.Cds
 
metaBean() - Method in class com.opengamma.strata.product.credit.CdsTrade
 
metaBean() - Method in class com.opengamma.strata.product.credit.ExpandedCds
 
metaBean() - Method in class com.opengamma.strata.product.credit.FeeLeg
 
metaBean() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
 
metaBean() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
 
metaBean() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
 
metaBean() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
metaBean() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
 
metaBean() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
 
metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
metaBean() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
metaBean() - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
metaBean() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
metaBean() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
metaBean() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
metaBean() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
metaBean() - Method in class com.opengamma.strata.product.equity.Equity
 
metaBean() - Method in class com.opengamma.strata.product.equity.EquityTrade
 
metaBean() - Method in class com.opengamma.strata.product.fra.ExpandedFra
 
metaBean() - Method in class com.opengamma.strata.product.fra.Fra
 
metaBean() - Method in class com.opengamma.strata.product.fra.FraTrade
 
metaBean() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
metaBean() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
metaBean() - Method in class com.opengamma.strata.product.future.GenericFuture
 
metaBean() - Method in class com.opengamma.strata.product.future.GenericFutureOption
 
metaBean() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.future.GenericFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
 
metaBean() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
 
metaBean() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxNdf
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxSingle
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxSwap
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
 
metaBean() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFuture
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOption
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
 
metaBean() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
metaBean() - Method in class com.opengamma.strata.product.payment.BulletPayment
 
metaBean() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
metaBean() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
 
metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
metaBean() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
 
metaBean() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
 
metaBean() - Method in class com.opengamma.strata.product.rate.IborRateObservation
 
metaBean() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
 
metaBean() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
 
metaBean() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
 
metaBean() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
 
metaBean() - Method in class com.opengamma.strata.product.SecurityLink
 
metaBean() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
 
metaBean() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
 
metaBean() - Method in class com.opengamma.strata.product.swap.ExpandedSwap
 
metaBean() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
 
metaBean() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.FxReset
 
metaBean() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
metaBean() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
 
metaBean() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
metaBean() - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
metaBean() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
metaBean() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
metaBean() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
metaBean() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
metaBean() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
metaBean() - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
metaBean() - Method in class com.opengamma.strata.product.swap.StubCalculation
 
metaBean() - Method in class com.opengamma.strata.product.swap.Swap
 
metaBean() - Method in class com.opengamma.strata.product.swap.SwapTrade
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.product.swaption.CashSettlement
 
metaBean() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
 
metaBean() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
 
metaBean() - Method in class com.opengamma.strata.product.swaption.Swaption
 
metaBean() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
metaBean() - Method in class com.opengamma.strata.product.TradeInfo
 
metaBean() - Method in class com.opengamma.strata.product.UnitSecurity
 
metaBean() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
metaBean() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
 
metaBean() - Method in class com.opengamma.strata.report.ReportCalculationResults
 
metaBean() - Method in class com.opengamma.strata.report.ReportRequirements
 
metaBean() - Method in class com.opengamma.strata.report.trade.TradeReport
 
metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
metadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
The meta-property for the metadata property.
metadata() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
The meta-property for the metadata property.
metadata(LocalDate) - Method in interface com.opengamma.strata.market.curve.CurveNode
Returns metadata for the node.
metadata() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
The meta-property for the metadata property.
metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the curve metadata.
metadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the metadata property.
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
metadata(LocalDate) - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
Creates the curve metadata.
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
metadata() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
The meta-property for the metadata property.
metadata(SurfaceMetadata) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
Sets the surface metadata.
metadata() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
The meta-property for the metadata property.
metadata() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
The meta-property for the metadata property.
metaDefaultFunctionGroup(Class<R>) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
The meta-bean for DefaultFunctionGroup.
metaDefaultScenarioResult(Class<R>) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
The meta-bean for DefaultScenarioResult.
metaFormatSettings(Class<R>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
The meta-bean for FormatSettings.
metaFunctionConfig(Class<R>) - Static method in class com.opengamma.strata.calc.config.FunctionConfig
The meta-bean for FunctionConfig.
metaObjDoublePair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
The meta-bean for ObjDoublePair.
metaObjIntPair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
The meta-bean for ObjIntPair.
metaPair(Class<R>, Class<S>) - Static method in class com.opengamma.strata.collect.tuple.Pair
The meta-bean for Pair.
metaPerturbationMapping(Class<R>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
The meta-bean for PerturbationMapping.
metaPricingRule(Class<R>) - Static method in class com.opengamma.strata.calc.config.pricing.PricingRule
The meta-bean for PricingRule.
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.Column.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.calc.runner.Results.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.id.StandardId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Result.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.QuoteId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ExpandedCms.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.equity.Equity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.future.GenericFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.SecurityLink.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.product.UnitSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.Column.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.calc.runner.Results.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.id.StandardId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Result.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ExpandedCms.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.equity.Equity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.SecurityLink.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.product.UnitSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
metaResult(Class<R>) - Static method in class com.opengamma.strata.collect.result.Result
The meta-bean for Result.
metaScenarioMarketDataBox(Class<R>) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
The meta-bean for ScenarioMarketDataBox.
metaScenarioValuesList(Class<R>) - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList
The meta-bean for ScenarioValuesList.
metaSecurityLink(Class<R>) - Static method in class com.opengamma.strata.product.SecurityLink
The meta-bean for SecurityLink.
metaSingleMarketDataBox(Class<R>) - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox
The meta-bean for SingleMarketDataBox.
metaStandardLink(Class<R>) - Static method in class com.opengamma.strata.collect.id.StandardLink
The meta-bean for StandardLink.
metaTriple(Class<R>, Class<S>, Class<T>) - Static method in class com.opengamma.strata.collect.tuple.Triple
The meta-bean for Triple.
metaUnitSecurity(Class<R>) - Static method in class com.opengamma.strata.product.UnitSecurity
The meta-bean for UnitSecurity.
min() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns the minimum value held in the array.
minimumPeriod(Period) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
Sets the minimum period between the value date and the first future.
minimumPeriod() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
The meta-property for the minimumPeriod property.
minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the specified amount subtracted.
minus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the specified amount subtracted.
minus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
minus(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with the specified amount subtracted from each value.
minus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance where each element is equal to the difference between the matching values in this array and the other array.
minus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance where each element is equal to the difference between the matching values in this matrix and the other matrix.
missing() - Static method in class com.opengamma.strata.calc.config.FunctionConfig
Returns configuration for a function that is used when no function is configured to calculate a value.
MissingConfigCalculationFunction - Class in com.opengamma.strata.calc.config
Function used when there is no function registered that can calculate a requested value.
MissingConfigCalculationFunction() - Constructor for class com.opengamma.strata.calc.config.MissingConfigCalculationFunction
 
MissingDataAwareFeedIdMapping - Class in com.opengamma.strata.calc.marketdata.mapping
ID mapping that returns the input ID if it has the feed MarketDataFeed.NO_RULE else it delegates to another instance to perform the mapping.
MissingDataAwareFeedIdMapping(FeedIdMapping) - Constructor for class com.opengamma.strata.calc.marketdata.mapping.MissingDataAwareFeedIdMapping
 
MissingDataAwareObservableFunction - Class in com.opengamma.strata.calc.marketdata.function
Observable market data function that handles data that can't be built because there was no market data rule for the calculation.
MissingDataAwareObservableFunction(ObservableMarketDataFunction) - Constructor for class com.opengamma.strata.calc.marketdata.function.MissingDataAwareObservableFunction
 
MissingDataAwareTimeSeriesProvider - Class in com.opengamma.strata.calc.marketdata.function
Time series provider that handles data that can't be looked up because there was no market data rule for the calculation.
MissingDataAwareTimeSeriesProvider(TimeSeriesProvider) - Constructor for class com.opengamma.strata.calc.marketdata.function.MissingDataAwareTimeSeriesProvider
 
MissingMapping - Class in com.opengamma.strata.calc.marketdata.mapping
Market data mapping implementation used when there is no mapping for a key.
MissingMappingId - Class in com.opengamma.strata.calc.runner
Market data ID that wraps a key for which there is no market data mapping.
MissingMappingId.Meta - Class in com.opengamma.strata.calc.runner
The meta-bean for MissingMappingId.
MissingMappingMarketDataFunction - Class in com.opengamma.strata.calc.marketdata.function
Market data function that creates failures with helpful error messages when there is no mapping for an item of market data requested by a calculation.
MODIFIED_FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'ModifiedFollowing' convention which adjusts to the next business day without crossing month end.
MODIFIED_FOLLOWING_BI_MONTHLY - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'ModifiedFollowingBiMonthly' convention which adjusts to the next business day without crossing mid-month or month end.
MODIFIED_PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'ModifiedPreceding' convention which adjusts to the previous business day without crossing month start.
modifiedDurationFromYield(FixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the modified duration of the fixed coupon bond product from yield.
modifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
The meta-property for the modifyingValue property.
MONEYNESS - Static variable in class com.opengamma.strata.market.option.StrikeType
The type of a strike based on moneyness, defined as strike/forward.
MoneynessStrike - Class in com.opengamma.strata.market.option
A strike based on moneyness.
MoneynessStrike.Meta - Class in com.opengamma.strata.market.option
The meta-bean for MoneynessStrike.
MONTHLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences
The 'Monthly-IMM' date sequence.
MONTHS - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is the number of months relative to a base month - 'Months'.
MultiCurrencyAmount - Class in com.opengamma.strata.basics.currency
A map of currency amounts keyed by currency.
MultiCurrencyAmount.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for MultiCurrencyAmount.
MultiCurrencyAmountFxNdfFunction - Class in com.opengamma.strata.function.calculation.fx
Function which calculates values of a measure for an FxNdfTrade and returns a MultiCurrencyAmount.
MultiCurrencyAmountFxNdfFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.MultiCurrencyAmountFxNdfFunction
 
MultiCurrencyAmountFxSingleFunction - Class in com.opengamma.strata.function.calculation.fx
Function which calculates values of a measure for an FxSingleTrade and returns a MultiCurrencyAmount.
MultiCurrencyAmountFxSingleFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.MultiCurrencyAmountFxSingleFunction
 
MultiCurrencyAmountFxSwapFunction - Class in com.opengamma.strata.function.calculation.fx
Function which calculates values of a measure for an FxSwapTrade and returns a MultiCurrencyAmount.
MultiCurrencyAmountFxSwapFunction() - Constructor for class com.opengamma.strata.function.calculation.fx.MultiCurrencyAmountFxSwapFunction
 
MultiCurrencyAmountSwapFunction - Class in com.opengamma.strata.function.calculation.swap
Abstract supertype for functions which calculate measures for SwapTrade and return MultiCurrencyAmount.
MultiCurrencyAmountSwapFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.MultiCurrencyAmountSwapFunction
 
MultiCurrencyValuesArray - Class in com.opengamma.strata.calc.runner.function.result
Arrays of currency values in multiple currencies representing the result of the same calculation performed for multiple scenarios.
MultiCurrencyValuesArray.Meta - Class in com.opengamma.strata.calc.runner.function.result
The meta-bean for MultiCurrencyValuesArray.
multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the amount multiplied.
multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with all the amounts multiplied by the factor.
multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with each value multiplied by the specified factor.
multipliedBy(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance where each element is equal to the product of the matching values in this array and the other array.
multipliedBy(double) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance with each value multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Returns an instance in the specified currency with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Returns an instance in the specified currency with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Multiplies the sensitivities in this instance by the specified factor.
multipliedBy(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Multiplies the sensitivities in this builder by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Multiplies the sensitivity values in this instance by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Returns an instance with the sensitivity values multiplied by the specified factor.
MutablePointSensitivities - Class in com.opengamma.strata.market.sensitivity
Mutable builder for sensitivity to a group of curves.
MutablePointSensitivities() - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Creates an empty instance.
MutablePointSensitivities(PointSensitivity) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Creates an instance with the specified sensitivity.
MutablePointSensitivities(List<? extends PointSensitivity>) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Creates an instance with the specified sensitivities.
mutate(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Mutates each element in the array using an operator by mutation.
mutateByAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Adds a constant value to each element in the array by mutation.
mutateByMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Multiplies each element in the array by a value by mutation.
MX - Static variable in class com.opengamma.strata.basics.location.Country
The country 'MX' - Mexico.
MXN - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'MXN' - Mexican Peso.
MY - Static variable in class com.opengamma.strata.basics.location.Country
The country 'MY' - Malaysia.
MYR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'MYR' - Malaysian Ringgit.

N

name() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
Sets the FX index name.
name() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the index name, such as 'GBP-LIBOR-3M'.
name() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the index name, such as 'GBP-SONIA'.
name() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
Sets the index name, such as 'GB-HICP'.
name() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder
Sets the name of the function group.
name(FunctionGroupName) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroupBuilder
Sets the name of the function group.
name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
Sets the name of the curve group.
name() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
The meta-property for the name property.
name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinitionBuilder
Sets the name of the curve group definition.
name() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
The meta-property for the name property.
name(CurveName) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the curve name.
name() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the convention name, such as 'USD-European'.
name() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.
name() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the convention name, such as 'GBP-Deposit'.
name() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the convention name, such as 'GBP-LIBOR-3M', optional with defaulting getter.
name() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
Sets the convention name, such as 'EUR/USD', optional with defaulting getter.
name() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
Sets the convention name, such as 'USD-LIBOR-3M-Quarterly-IMM'.
name() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
Sets the index name.
name() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
Sets the convention name, such as 'USD-FIXED-6M-LIBOR-3M'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
Sets the convention name, such as 'USD-FIXED-TERM-FED-FUND-OIS'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
Sets the convention name, such as 'USD-LIBOR-3M-LIBOR-6M'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the convention name.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
Sets the convention name, such as 'EUR-EURIBOR-3M-USD-LIBOR-3M'.
name() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.product.UnitSecurity.Builder
Sets the name of the security, defaulted to an empty string.
name() - Method in class com.opengamma.strata.product.UnitSecurity.Meta
The meta-property for the name property.
Named - Interface in com.opengamma.strata.collect.named
A named instance.
NamedLookup<T extends Named> - Interface in com.opengamma.strata.collect.named
A lookup for named instances.
NATURAL_CUBIC_SPLINE - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
Natural cubic spline interpolator.
NATURAL_SPLINE - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
Natural spline interpolator.
NEAREST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'Nearest' convention which adjusts Sunday and Monday forward, and other days backward.
nearLeg() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta
The meta-property for the nearLeg property.
nearLeg() - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
The meta-property for the nearLeg property.
negate() - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
Returns a new predicate that negates the result of this predicate.
negate() - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
Returns a new predicate that negates the result of this predicate.
negate() - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
Returns a new predicate that negates the result of this predicate.
negated() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the amount negated.
negated() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this CurrencyAmount with the amount negated.
negated() - Method in class com.opengamma.strata.basics.currency.Payment
Returns a copy of this Payment with the value negated.
negative() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with a negative amount.
negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the negative rate method, defaulted to 'AllowNegative'.
negativeRateMethod() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the negativeRateMethod property.
NegativeRateMethod - Enum in com.opengamma.strata.product.swap
A convention defining how to handle a negative interest rate.
negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the negative rate method, defaulted to 'AllowNegative'.
negativeRateMethod() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the negativeRateMethod property.
negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the negative rate method, defaulted to 'AllowNegative'.
negativeRateMethod() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the negativeRateMethod property.
next(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateSequence
Finds the next date in the sequence, always returning a date later than the input date.
next(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the next business day, always returning a later date.
next(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
next(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Calculates the next date in the sequence after the input date.
nextLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters
Obtains an instance that finds the next leap day after the input date.
nextOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateSequence
Finds the next date in the sequence, returning the input date if it is a date in the sequence.
nextOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the next business day, returning the input date if it is a business day.
nextOrSameLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters
Obtains a date adjuster that finds the next leap day on or after the input date.
nextSameOrLastInMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the next business day within the month, returning the input date if it is a business day, or the last business day of the month if the next business day is in a different month.
nextSameOrLastInMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
NL - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'NL' - Netherlands.
NL_365 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'NL/365' day count, which divides the actual number of days omitting leap days by 365.
NO - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'NO' - Norway.
NO_ADJUST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'NoAdjust' convention which makes no adjustment.
NO_HOLIDAYS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
An instance declaring no holidays and no weekends.
NO_RULE - Static variable in class com.opengamma.strata.basics.market.MarketDataFeed
A market data feed used to indicate there are no market data rules for a calculation.
NO_SEASONALITY - Static variable in class com.opengamma.strata.market.view.ForwardPriceIndexValues
The list used when there is no seasonality.
NodalCurve - Interface in com.opengamma.strata.market.curve
A curve based on double nodal points.
NodalCurveDefinition - Interface in com.opengamma.strata.market.curve
Provides the definition of how to calibrate a nodal curve.
NodalSurface - Interface in com.opengamma.strata.market.surface
A surface based on double nodal points.
nodeIndex() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
The meta-property for the nodeIndex property.
nodeIndices() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
The meta-property for the nodeIndices property.
nodes(List<? extends CurveNode>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the nodes in the curve.
nodes(CurveNode...) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the nodes property in the builder from an array of objects.
nodes() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the nodes property.
nodeSensitivity(IborFutureOptionSensitivity) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Computes the sensitivity to the nodes used in the description of the normal volatility from a point sensitivity.
NOK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'NOK' - Norwegian Krone.
NoMatchingRuleId - Class in com.opengamma.strata.calc.runner
A market data ID indicating that there was no market matching data rule for a calculation so no market data can be built.
NoMatchingRuleId.Meta - Class in com.opengamma.strata.calc.runner
The meta-bean for NoMatchingRuleId.
NoMatchingRulesMarketDataFunction - Class in com.opengamma.strata.calc.marketdata
Market data function that creates failures with helpful error messages when the market data rules don't match a calculation target and there are no market data mappings.
nominalPayment(Payment) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
Sets the nominal payment of the product.
nominalPayment() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta
The meta-property for the nominalPayment property.
NONE - Static variable in class com.opengamma.strata.basics.date.BusinessDayAdjustment
An instance that performs no adjustment.
NONE - Static variable in class com.opengamma.strata.basics.date.DaysAdjustment
An instance that performs no adjustment.
NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions
No specific rule applies.
NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdjustment
An instance that performs no adjustment.
NONE - Static variable in class com.opengamma.strata.basics.market.MarketDataFeed
A market data feed used where a feed is required but no data is expected to be requested.
NONE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'None' roll convention.
none() - Static method in interface com.opengamma.strata.basics.value.Rounding
Obtains an instance that performs no rounding.
NONE - Static variable in class com.opengamma.strata.basics.value.ValueAdjustment
An instance that makes no adjustment to the value.
none() - Static method in interface com.opengamma.strata.calc.marketdata.function.ObservableMarketDataFunction
Returns a builder that doesn't build any market data.
none() - Static method in interface com.opengamma.strata.calc.marketdata.function.TimeSeriesProvider
Returns a time-series provider that is unable to source any time-series.
none() - Static method in interface com.opengamma.strata.calc.marketdata.scenario.ScenarioPerturbation
Returns a perturbation that returns its input unchanged.
none() - Static method in interface com.opengamma.strata.collect.id.LinkResolver
Obtains a link resolver that is unable to resolve any links.
NONE - Static variable in class com.opengamma.strata.market.amount.CashFlows
A cash flows instance to be used when there is no cash flow.
none() - Static method in interface com.opengamma.strata.market.Perturbation
Returns a perturbation that returns its input unchanged.
none() - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Returns a builder representing no sensitivity.
NONE - Static variable in class com.opengamma.strata.product.swap.StubCalculation
An instance that has no special rate handling.
nonObservables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
The meta-property for the nonObservables property.
noNulls(T[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and contains no nulls.
noNulls(I, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument collection is non-null and contains no nulls.
noNulls(M, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument map is non-null and contains no nulls.
NormalIborFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.index
Pricer of options on Ibor future with a normal model on the underlying future price.
NormalIborFutureOptionMarginedProductPricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Creates an instance.
NormalIborFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.index
Pricer implementation for Ibor future option.
NormalIborFutureOptionMarginedTradePricer(NormalIborFutureOptionMarginedProductPricer) - Constructor for class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Creates an instance.
normalize(double) - Method in enum com.opengamma.strata.basics.BuySell
Normalizes the specified notional amount using this buy/sell rule.
normalize() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Normalizes the adjustment.
normalize(double) - Method in enum com.opengamma.strata.basics.PayReceive
Normalizes the specified notional amount using this pay/receive rule.
normalize() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Normalizes the point sensitivities by sorting and merging, mutating the internal list.
normalize() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
normalize() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Normalizes the point sensitivities by sorting and merging.
normalize() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
normalized() - Method in class com.opengamma.strata.basics.date.Tenor
Normalizes the months and years of this tenor.
normalized() - Method in class com.opengamma.strata.basics.schedule.Frequency
Normalizes the months and years of this tenor.
normalized() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Normalizes the point sensitivities by sorting and merging.
NormalSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with par yield curve method of cash settlement in a normal model on the swap rate.
NormalSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldProductPricer
Creates an instance.
NormalSwaptionCashParYieldTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption trade with par yield curve method of cash settlement in a normal model on the swap rate.
NormalSwaptionCashParYieldTradePricer(NormalSwaptionCashParYieldProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
Creates an instance.
NormalSwaptionExpiryTenorVolatilities - Class in com.opengamma.strata.pricer.swaption
Volatility for swaptions in the normal or Bachelier model based on a surface.
NormalSwaptionExpiryTenorVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
The meta-bean for NormalSwaptionExpiryTenorVolatilities.
NormalSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement in a normal model on the swap rate.
NormalSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalProductPricer
Creates an instance.
NormalSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption trade with physical settlement in a normal model on the swap rate.
NormalSwaptionPhysicalTradePricer(NormalSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
Creates an instance.
NormalSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption
Volatility for swaptions in the normal or Bachelier model.
NormalVolatilityExpSimpleMoneynessIborFutureProvider - Class in com.opengamma.strata.pricer.index
Data provider of volatility for Ibor future options in the normal or Bachelier model.
NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder - Class in com.opengamma.strata.pricer.index
The bean-builder for NormalVolatilityExpSimpleMoneynessIborFutureProvider.
NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta - Class in com.opengamma.strata.pricer.index
The meta-bean for NormalVolatilityExpSimpleMoneynessIborFutureProvider.
NormalVolatilityIborFutureProvider - Interface in com.opengamma.strata.pricer.index
Data provider of volatility for Ibor future options in the normal or Bachelier model.
not(Predicate<R>) - Static method in class com.opengamma.strata.collect.Guavate
Returns a predicate that negates the original.
notBlank(String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument is non-null and not blank.
notEmpty(String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument is non-null and not empty.
notEmpty(T[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and not empty.
notEmpty(int[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and not empty.
notEmpty(long[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and not empty.
notEmpty(double[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and not empty.
notEmpty(I, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument iterable is non-null and not empty.
notEmpty(C, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument collection is non-null and not empty.
notEmpty(M, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument map is non-null and not empty.
NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The effective notional, which may be converted from the contract notional in the case of FX reset.
notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the notional amount, must be positive.
notional() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the notional property.
notional(ValueSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the notional amount, must be nonnegative.
notional() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the notional amount, positive if receiving, negative if paying.
notional() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
Sets the notional amount used to calculate fee payments.
notional() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
The meta-property for the notional property.
notional - Variable in class com.opengamma.strata.product.credit.ExpandedCds
The notional amount used to calculate fee payments.
notional(CurrencyAmount) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
Sets the notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e.
notional() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the notional amount.
notional() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
Sets the notional of the futures.
notional() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
Sets the notional amount, positive if receiving, negative if paying.
notional() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the notional amount, positive if receiving, negative if paying.
notional() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the notional property.
NotionalExchange - Class in com.opengamma.strata.product.swap
An exchange of notionals between two counterparties.
notionalExchange(boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the flag indicating whether to exchange the notional.
notionalExchange() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the notionalExchange property.
NotionalExchange.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for NotionalExchange.
NotionalExchange.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for NotionalExchange.
NotionalPaymentPeriod - Interface in com.opengamma.strata.product.swap
A period over which interest is accrued with a single payment calculated using a notional.
NotionalSchedule - Class in com.opengamma.strata.product.swap
Defines the schedule of notional amounts.
notionalSchedule(NotionalSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets the notional schedule.
notionalSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the notionalSchedule property.
NotionalSchedule.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for NotionalSchedule.
NotionalSchedule.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for NotionalSchedule.
notNegative(int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative.
notNegative(long, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative.
notNegative(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative.
notNegativeOrZero(int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative or zero.
notNegativeOrZero(long, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative or zero.
notNegativeOrZero(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative or zero.
notNegativeOrZero(double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is greater than zero to within a given accuracy.
notNull(T, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument is non-null.
notNullItem(T) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified item is non-null.
notZero(double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not equal to zero to within a given accuracy.
nth(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.DateSequence
Finds the nth date in the sequence after the input date, always returning a date later than the input date.
nthOrSame(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.DateSequence
Finds the nth date in the sequence on or after the input date, returning the input date if it is a date in the sequence.
nuSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
The meta-property for the nuSensitivity property.
NYFD - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
The holiday calendar for the Federal Reserve Bank of New York, with code 'NYFD'.
NYSE - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
The holiday calendar for the New York Stock Exchange, with code 'NYSE'.
NZ - Static variable in class com.opengamma.strata.basics.location.Country
The country 'NZ' - New Zealand.
NZD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'NZD' - New Zealand Dollar.

O

ObjDoubleFunction<T,R> - Interface in com.opengamma.strata.collect.function
A function of two arguments - one object and one double.
ObjDoublePair<A> - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of an Object and a double.
ObjDoublePair.Meta<A> - Class in com.opengamma.strata.collect.tuple
The meta-bean for ObjDoublePair.
ObjDoublePredicate<T> - Interface in com.opengamma.strata.collect.function
A predicate of two arguments - one object and one double.
ObjIntFunction<T,R> - Interface in com.opengamma.strata.collect.function
A function of two arguments - one object and one int.
ObjIntPair<A> - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of an Object and an int.
ObjIntPair.Meta<A> - Class in com.opengamma.strata.collect.tuple
The meta-bean for ObjIntPair.
ObjIntPredicate<T> - Interface in com.opengamma.strata.collect.function
A predicate of two arguments - one object and one int.
ObjLongFunction<T,R> - Interface in com.opengamma.strata.collect.function
A function of two arguments - one object and one long.
ObjLongPredicate<T> - Interface in com.opengamma.strata.collect.function
A predicate of two arguments - one object and one long.
ObservableId - Interface in com.opengamma.strata.basics.market
A market data identifier that identifies observable data.
ObservableKey - Interface in com.opengamma.strata.basics.market
A market data key that identifies observable data.
ObservableMarketDataFunction - Interface in com.opengamma.strata.calc.marketdata.function
A function for building for items of observable market data.
observableRates(Map<CurrencyPair, QuoteKey>) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
Sets the keys identifying FX rates which are observable in the market, keyed by their conventional currency pair.
observableRates() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
The meta-property for the observableRates property.
observables() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
The meta-property for the observables property.
OBSERVATIONS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of rate observations.
of(String) - Static method in enum com.opengamma.strata.basics.BuySell
Obtains an instance from the specified unique name.
of(String) - Static method in class com.opengamma.strata.basics.currency.Currency
Obtains an instance for the specified ISO-4217 three letter currency code.
of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
Obtains an instance of CurrencyAmount for the specified currency and amount.
of(String, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
Obtains an instance of CurrencyAmount for the specified ISO-4217 three letter currency code and amount.
of(Currency, Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
Obtains an instance from two currencies.
of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Obtains an instance containing a single FX rate.
of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Obtains an instance containing a single FX rate.
of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxRate
Obtains an instance from two currencies.
of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxRate
Obtains an instance from a currency pair.
of(CurrencyPair, DoubleArray) - Static method in class com.opengamma.strata.basics.currency.FxRatesArray
Returns an array of FX rates for a currency pair.
of(Currency, Currency, DoubleArray) - Static method in class com.opengamma.strata.basics.currency.FxRatesArray
Returns an array of FX rates for a currency pair.
of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an instance from a currency and amount.
of(CurrencyAmount...) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an instance from an array of CurrencyAmount objects.
of(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an instance from a list of CurrencyAmount objects.
of(Map<Currency, Double>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an instance from a map of currency to amount.
of(Currency, double, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
Obtains an instance representing an amount.
of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
Obtains an instance representing an amount.
of(LocalDate) - Static method in class com.opengamma.strata.basics.date.AdjustableDate
Obtains an instance with no business day adjustment.
of(LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.AdjustableDate
Obtains an instance with a business day adjustment.
of(BusinessDayConvention, HolidayCalendar) - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Obtains an instance using the specified convention and calendar.
of(String) - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.basics.date.DateSequence
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.basics.date.DayCount
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.basics.date.HolidayCalendar
Obtains an instance from the specified unique name.
of(String, Iterable<LocalDate>, DayOfWeek, DayOfWeek) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Obtains an instance from a set of holiday dates and weekend days.
of(String, Iterable<LocalDate>, Iterable<DayOfWeek>) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Obtains an instance from a set of holiday dates and weekend days.
of(String) - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Obtains an instance from the specified unique name.
of(Period, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
Obtains an instance that can adjust a date by the specified period.
of(Period) - Static method in class com.opengamma.strata.basics.date.Tenor
Obtains an instance from a Period.
of(Tenor, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
Obtains an instance that can adjust a date by the specified tenor.
of(String) - Static method in class com.opengamma.strata.basics.index.FloatingRateName
Obtains an instance from the specified unique name.
of(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.basics.index.FxIndex
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.basics.index.IborIndex
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.basics.index.OvernightIndex
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.basics.index.PriceIndex
Obtains an instance from the specified unique name.
of(String) - Static method in class com.opengamma.strata.basics.location.Country
Obtains an instance from the specified ISO-3166-1 alpha-2 two letter country code dynamically creating a country if necessary.
of(String) - Static method in enum com.opengamma.strata.basics.LongShort
Obtains an instance from the specified unique name.
of(String) - Static method in class com.opengamma.strata.basics.market.FieldName
Obtains an instance from the specified name.
of(CurrencyPair) - Static method in class com.opengamma.strata.basics.market.FxRateId
Obtains an instance representing the FX rate for a currency pair.
of(Currency, Currency) - Static method in class com.opengamma.strata.basics.market.FxRateId
Obtains an instance representing the FX rate for a currency pair.
of(CurrencyPair, MarketDataFeed) - Static method in class com.opengamma.strata.basics.market.FxRateId
Obtains an instance representing the FX rate for a currency pair, specifying the feed.
of(Currency, Currency, MarketDataFeed) - Static method in class com.opengamma.strata.basics.market.FxRateId
Obtains an instance representing the FX rate for a currency pair, specifying the feed.
of(CurrencyPair) - Static method in class com.opengamma.strata.basics.market.FxRateKey
Obtains an instance representing the market FX rate associated with a currency pair.
of(Currency, Currency) - Static method in class com.opengamma.strata.basics.market.FxRateKey
Obtains an instance representing the market FX rate associated with a currency pair.
of(LocalDate, Map<? extends MarketDataKey<?>, ?>) - Static method in class com.opengamma.strata.basics.market.ImmutableMarketData
Obtains an instance from a valuation date and map of values.
of(Map<? extends ReferenceDataId, TypedReferenceData>) - Static method in class com.opengamma.strata.basics.market.ImmutableReferenceData
Obtains an instance from a map of typed reference data.
of(Class<T>, T) - Static method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData
Obtains an instance from a single piece of reference data.
of(Map<Class<?>, ?>) - Static method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData
Obtains an instance from a map of values keyed by type.
of(LocalDate, Map<? extends MarketDataKey<?>, ?>) - Static method in interface com.opengamma.strata.basics.market.MarketData
Obtains an instance from a valuation date and map of values.
of(LocalDate, Map<? extends MarketDataKey<?>, ?>, Map<? extends ObservableKey, LocalDateDoubleTimeSeries>) - Static method in interface com.opengamma.strata.basics.market.MarketData
Obtains an instance from a valuation date, map of values and time-series.
of(String) - Static method in class com.opengamma.strata.basics.market.MarketDataFeed
Obtains an instance from the specified name.
of(Map<? extends ReferenceDataId, TypedReferenceData>) - Static method in interface com.opengamma.strata.basics.market.ReferenceData
Obtains an instance from a map of typed reference data.
of(ScenarioMarketDataValue<T>) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
Obtains an instance containing the specified value.
of(T...) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
Obtains an instance containing the specified market data values, one for each scenario.
of(List<T>) - Static method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
Obtains an instance containing the specified market data values, one for each scenario.
of(T...) - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList
Obtains an instance containing the specified values.
of(List<T>) - Static method in class com.opengamma.strata.basics.market.ScenarioValuesList
Obtains an instance containing the specified values.
of(T) - Static method in class com.opengamma.strata.basics.market.SingleMarketDataBox
Obtains an instance containing a single market data value.
of(Map<Class<?>, ?>) - Static method in interface com.opengamma.strata.basics.market.TypedReferenceData
Obtains an instance from a map of values keyed by type.
of(String) - Static method in enum com.opengamma.strata.basics.PayReceive
Obtains an instance from the specified unique name.
of(String) - Static method in enum com.opengamma.strata.basics.PutCall
Obtains an instance from the specified unique name.
of(Period) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Obtains an instance from a Period.
of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, boolean) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Obtains an instance based on a stub convention and end-of-month flag.
of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, RollConvention) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Obtains an instance based on roll and stub conventions.
of(String) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
Obtains an instance from the specified unique name.
of(LocalDate, LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Obtains an instance from the adjusted and unadjusted dates.
of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Obtains an instance from two dates.
of(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
Obtains an instance from the specified unique name.
of(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Obtains an instance from the specified unique name.
of(double, DoubleArray) - Static method in class com.opengamma.strata.basics.value.ValueDerivatives
Obtains an instance from a value and array of derivatives.
of(double) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
Obtains an instance from a single value that does not change over time.
of(double, ValueStep...) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
Obtains an instance from an initial value and a list of changes.
of(double, List<ValueStep>) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
Obtains an instance from an initial value and a list of changes.
of(int, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep
Obtains an instance that applies at the specified schedule period index.
of(LocalDate, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep
Obtains an instance that applies at the specified date.
of(PricingRules, MarketDataRules, ReportingRules) - Static method in class com.opengamma.strata.calc.CalculationRules
Creates an instance specifying all the rules.
of(ExecutorService) - Static method in interface com.opengamma.strata.calc.CalculationRunner
Creates a calculation runner capable of performing calculations, specifying the executor.
of(Measure) - Static method in class com.opengamma.strata.calc.Column
Returns a column that contains the specified measure and uses the default calculation rules.
of(Measure, String) - Static method in class com.opengamma.strata.calc.Column
Returns a column that contains the specified measure and uses the default calculation rules.
of(ColumnDefinition) - Static method in class com.opengamma.strata.calc.Column
Returns a column defined by the definition that uses the default calculation rules.
of(Measure) - Static method in interface com.opengamma.strata.calc.ColumnDefinition
Returns a definition of a column that contains the same measure in all rows and whose name is the measure name.
of(Measure, String) - Static method in interface com.opengamma.strata.calc.ColumnDefinition
Returns a definition of a column with the specified name that contains the same measure in all rows.
of(String) - Static method in class com.opengamma.strata.calc.ColumnName
Obtains an instance from the specified name.
of(MarketDataMappings) - Static method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule
Obtains an instance that always returns the specified mappings.
of(MarketDataMappings, Class<? extends CalculationTarget>...) - Static method in class com.opengamma.strata.calc.config.DefaultMarketDataRule
Obtains an instance returning the specified mappings for any of the target types.
of(MarketDataMappings, List<Class<? extends CalculationTarget>>) - Static method in class com.opengamma.strata.calc.config.DefaultMarketDataRule
Obtains an instance returning the specified mappings for any of the target types.
of(MarketDataRule...) - Static method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
Obtains an instance based on the specified individual rules.
of(List<MarketDataRule>) - Static method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
Obtains an instance based on the specified individual rules.
of(Class<? extends CalculationSingleFunction<T, ?>>) - Static method in class com.opengamma.strata.calc.config.FunctionConfig
Obtains an instance for a function that does not contain any constructor arguments.
of(MarketDataMappings, Class<? extends CalculationTarget>...) - Static method in interface com.opengamma.strata.calc.config.MarketDataRule
Returns a market data rule that matches any target which is an instance of any of the target types.
of(MarketDataRule...) - Static method in interface com.opengamma.strata.calc.config.MarketDataRules
Returns a set of market data rules that delegates to multiple individual rules, returning the first valid mapping it finds.
of(String) - Static method in class com.opengamma.strata.calc.config.Measure
Obtains an instance from the specified name.
of(FunctionGroup<?>, Map<String, Object>) - Static method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
Returns a configured function group containing the specified function group and arguments.
of(FunctionGroup<?>) - Static method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
Returns a configured function group containing the specified function group and no arguments.
of(PricingRule<?>...) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
Obtains an instance based on the specified individual rules.
of(List<PricingRule<?>>) - Static method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
Obtains an instance based on the specified individual rules.
of(String) - Static method in class com.opengamma.strata.calc.config.pricing.FunctionGroupName
Obtains an instance from the specified name.
of(PricingRules...) - Static method in interface com.opengamma.strata.calc.config.pricing.PricingRules
Returns a rule set that tries each of the specified rule sets in turn and returns the first valid configuration it finds.
of(ReportingRules...) - Static method in interface com.opengamma.strata.calc.config.ReportingRules
Returns a rule set that tries each of the specified rule sets in turn and returns the first currency it finds.
of(MarketDataFeed, List<? extends MarketDataMapping<?, ?>>) - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.
of(MarketDataFeed, MarketDataMapping<?, ?>...) - Static method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.
of(MarketDataFeed, List<? extends MarketDataMapping<?, ?>>) - Static method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.
of(MarketDataFeed, MarketDataMapping<?, ?>...) - Static method in interface com.opengamma.strata.calc.marketdata.mapping.MarketDataMappings
Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.
of(CalculationRules, List<? extends CalculationTarget>, List<Column>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Obtains an instance from a set of targets, columns and rules.
of(MarketDataId<?>) - Static method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
Obtains an instance containing a single market data ID.
of(Class<T>, MarketDataFilter<T, ?>, ScenarioPerturbation<T>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
Returns a mapping containing a single perturbation.
of(CalculationTarget, int, int, Result<?>) - Static method in class com.opengamma.strata.calc.runner.CalculationResult
Returns a calculation result containing the target, the row and column in the results grid and the result of a calculation.
of(CalculationTarget, Measure, int, int, CalculationSingleFunction<? extends CalculationTarget, ?>, MarketDataMappings, ReportingRules) - Static method in class com.opengamma.strata.calc.runner.CalculationTask
Obtains configuration for a task that will calculate a value for a target.
of(ExecutorService) - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Creates a calculation task runner capable of performing calculations, specifying the executor.
of(CalculationRules, List<? extends CalculationTarget>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks
Obtains an instance from a set of targets, columns and rules.
of(List<CalculationTask>, List<Column>) - Static method in class com.opengamma.strata.calc.runner.CalculationTasks
Obtains an instance from a set of tasks and columns.
of(Currency, DoubleArray) - Static method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
Returns an instance with the specified currency and values.
of(List<T>) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
Returns a set of scenario results containing the specified individual results.
of(T...) - Static method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
Returns a set of scenario results containing the specified individual results.
of(List<? extends FxConvertible<?>>) - Static method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
Returns an instance containing the specified individual values.
of(MultiCurrencyAmount...) - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns an instance containing the values from the amounts.
of(List<MultiCurrencyAmount>) - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns an instance containing the values from the list of amounts.
of(Map<Currency, DoubleArray>) - Static method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns an instance containing the values from a map of amounts with the same number of elements in each array.
of(CalculationMarketData, int) - Static method in class com.opengamma.strata.calc.runner.function.result.ScenarioRateProvider
Returns a rate provider which uses rates from the scenario at the specified index in the market data.
of(MarketDataKey<?>) - Static method in class com.opengamma.strata.calc.runner.MissingMappingId
Returns an ID wrapping a market data key for which there was no mapping.
of(MarketDataKey<?>) - Static method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
Returns an ID wrapping a key requested by a calculation for a target with no market data rules.
of(int, int, List<? extends Result<?>>) - Static method in class com.opengamma.strata.calc.runner.Results
Returns a set of results for some calculations.
of() - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an empty immutable array.
of(double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with a single value.
of(double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with two values.
of(double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with three values.
of(double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with four values.
of(double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with five values.
of(double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with six values.
of(double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with seven values.
of(double, double, double, double, double, double, double, double) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with eight values.
of(double, double, double, double, double, double, double, double, double...) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an immutable array with more than eight values.
of(int, IntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance with entries filled using a function.
of() - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an empty instance.
of(int, int, double...) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an immutable array with the specified size and values.
of(int, int, IntIntToDoubleFunction) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance with entries filled using a function.
of(String, String) - Static method in class com.opengamma.strata.collect.id.StandardId
Obtains an instance from a scheme and value.
of(CharSource, boolean) - Static method in class com.opengamma.strata.collect.io.CsvFile
Parses the specified source as a CSV file.
of(List<String>, List<? extends List<String>>) - Static method in class com.opengamma.strata.collect.io.CsvFile
Creates an instance from a list of headers and rows.
of(Map<String, PropertySet>) - Static method in class com.opengamma.strata.collect.io.IniFile
Obtains an instance, specifying the map of section to properties.
of(CharSource) - Static method in class com.opengamma.strata.collect.io.IniFile
Parses the specified source as an INI file.
of(CharSource) - Static method in class com.opengamma.strata.collect.io.PropertiesFile
Parses the specified source as a properties file.
of(Map<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet
Obtains an instance from a map.
of(Multimap<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet
Obtains an instance from a map allowing for multiple values for each key.
of(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a resource from a string locator.
of(ByteSource) - Static method in class com.opengamma.strata.collect.io.XmlFile
Parses the specified source as an XML file to an in-memory DOM-like structure.
of(ByteSource, String) - Static method in class com.opengamma.strata.collect.io.XmlFile
Parses the specified source as an XML file to an in-memory DOM-like structure.
of(Class<R>) - Static method in class com.opengamma.strata.collect.named.ExtendedEnum
Obtains an extended enum instance.
of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.collect.range.LocalDateRange
Obtains a half-open range of dates, including the start and excluding the end.
of(Supplier<T>) - Static method in class com.opengamma.strata.collect.result.Result
Creates a success Result wrapping the value produced by the supplier.
of(LocalDate, double) - Static method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Obtains a point from date and value.
of(LocalDate, double) - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Obtains a time-series containing a single date and value.
of(double, double) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
Obtains an instance from two double elements.
of(int, double) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
Obtains an instance from an int and a double.
of(long, double) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
Obtains an instance from a long and a double.
of(A, double) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Obtains an instance from an Object and a double.
of(A, int) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
Obtains an instance from an Object and an int.
of(A, B) - Static method in class com.opengamma.strata.collect.tuple.Pair
Obtains a pair inferring the types.
of(A, B, C) - Static method in class com.opengamma.strata.collect.tuple.Triple
Obtains a triple inferring the types.
of(Map<CurrencyPair, QuoteKey>) - Static method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
Returns FX rate configuration built using the data in the map.
of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
Returns a mapping that accepts a DiscountCurveKey and returns a DiscountCurveId with the name of the curve group that is the source of the curve.
of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
Returns a mapping that accepts a IborIndexCurveKey and returns a IborIndexCurveId with the name of the curve group that is the source of the curve.
of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
Returns a mapping that accepts a OvernightIndexCurveKey and returns a OvernightIndexCurveId with the name of the curve group that is the source of the curve.
of() - Static method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
Obtains the standard instance.
of(CurveName) - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
Returns a filter matching curves with the specified name.
of(Index) - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
Returns a filter matching a curve for the specified index.
of(Currency) - Static method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
Returns a filter which matches curves with the specified currency.
of(String) - Static method in interface com.opengamma.strata.loader.fpml.FpmlTradeParser
Obtains an instance from the specified unique name.
of(CashFlow) - Static method in class com.opengamma.strata.market.amount.CashFlows
Obtains an instance from a single cash flow.
of(List<CashFlow>) - Static method in class com.opengamma.strata.market.amount.CashFlows
Obtains an instance from a list of cash flows.
of(List<LegAmount>) - Static method in class com.opengamma.strata.market.amount.LegAmounts
Returns an instance containing the specified leg amounts.
of(LegAmount...) - Static method in class com.opengamma.strata.market.amount.LegAmounts
Returns an instance containing the specified leg amounts.
of(SwapLeg, CurrencyAmount) - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
Obtains an instance from a swap leg and amount.
of(Curve, Curve) - Static method in class com.opengamma.strata.market.curve.AddFixedCurve
Creates a curve as the sum of a fixed curve and a spread curve.
of(String, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Creates a constant curve with a specific value.
of(CurveName, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Creates a constant curve with a specific value.
of(CurveMetadata, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Creates a constant curve with a specific value.
of(CurveCurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Obtains an instance from a multiple sensitivity entries.
of(List<? extends CurveCurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Obtains an instance from a list of sensitivity entries.
of(CurveMetadata, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Obtains an instance from the curve metadata, currency and sensitivity.
of(CurveGroupName, Map<Currency, Curve>, Map<Index, Curve>) - Static method in class com.opengamma.strata.market.curve.CurveGroup
Returns a curve group containing the specified curves.
of(CurveGroupName, Collection<CurveGroupEntry>, Collection<NodalCurveDefinition>) - Static method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Returns a curve group definition with the specified name and containing the specified entries.
of(String) - Static method in class com.opengamma.strata.market.curve.CurveGroupName
Obtains an instance from the specified name.
of(String) - Static method in class com.opengamma.strata.market.curve.CurveInfoType
Obtains an instance from the specified name.
of(Map<? extends MarketDataKey<?>, ?>, CurveMetadata) - Static method in class com.opengamma.strata.market.curve.CurveInputs
Returns a CurveInputs instance containing the specified market data.
of(String) - Static method in class com.opengamma.strata.market.curve.CurveName
Obtains an instance from the specified name.
of(CurveName, int) - Static method in class com.opengamma.strata.market.curve.CurveParameterSize
Obtains an instance, specifying the name and parameter count.
of(CurveUnitParameterSensitivity) - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Obtains an instance from a single sensitivity entry.
of(List<? extends CurveUnitParameterSensitivity>) - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Obtains an instance from a list of sensitivity entries.
of(CurveMetadata, DoubleArray) - Static method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Obtains an instance from the curve metadata and sensitivity.
of(String) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Creates the metadata.
of(CurveName) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Creates the metadata.
of(CurveMetadata, DoubleArray, DoubleArray, CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Creates an interpolated curve with metadata.
of(CurveName, Period[], LocalDate[], double[], CdsConvention, double) - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Creates an instance of the par rates.
of(CurveName, Period[], LocalDate[], IsdaYieldCurveUnderlyingType[], double[], IsdaYieldCurveConvention) - Static method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Creates an instance of the par rates.
of(List<CurveParameterSize>, DoubleMatrix) - Static method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Obtains an instance from the curve order and Jacobian matrix.
of(LocalDate, String) - Static method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
Creates node metadata using date and label.
of(LocalDate, Tenor) - Static method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
Creates node metadata using date and tenor.
of(LocalDate, Tenor, String) - Static method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
Creates node metadata using date, tenor and label.
of(LocalDate, YearMonth) - Static method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
Creates node metadata using date and year-month.
of(LocalDate, YearMonth, String) - Static method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
Creates node metadata using date, year-month and label.
of(FixedIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template and rate.
of(FixedIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template, rate key and spread.
of(FixedIborSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Returns a curve node for a Fixed-Ibor interest rate swap using the specified instrument template, rate key, spread and label.
of(FixedOvernightSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template and rate.
of(FixedOvernightSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key and spread.
of(FixedOvernightSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Returns a curve node for a Fixed-Overnight interest rate swap using the specified instrument template, rate key, spread and label.
of(FraTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
Returns a curve node for a FRA using the specified instrument template and rate key.
of(FraTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
Returns a curve node for a FRA using the specified instrument template, rate key and spread.
of(FraTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.FraCurveNode
Returns a curve node for a FRA using the specified instrument template, rate key, spread and label.
of(FxSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Returns a curve node for an FX Swap using the specified instrument template and keys.
of(FxSwapTemplate, ObservableKey, String) - Static method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Returns a curve node for an FX Swap using the specified instrument template and keys and label.
of(IborFixingDepositTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Returns a curve node for an Ibor deposit using the specified template and rate key.
of(IborFixingDepositTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Returns a curve node for an Ibor deposit using the specified template, rate key and spread.
of(IborFixingDepositTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Returns a curve node for an Ibor deposit using the specified template, rate key, spread and label.
of(IborFutureTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Obtains a curve node for an Ibor Future using the specified template and rate key.
of(IborFutureTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Obtains a curve node for an Ibor Future using the specified template, rate key and spread.
of(IborFutureTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Obtains a curve node for an Ibor Future using the specified template, rate key, spread and label.
of(IborIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template and rate.
of(IborIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Returns a curve node for an Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.
of(IborIborSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Returns a curve node for a Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.
of(TermDepositTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Returns a curve node for a term deposit using the specified instrument template and rate key.
of(TermDepositTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Returns a curve node for a term deposit using the specified instrument template, rate key and spread.
of(TermDepositTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Returns a curve node for a term deposit using the specified instrument template, rate key, spread and label.
of(ThreeLegBasisSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Returns a curve node for a three leg basis swap using the specified instrument template and rate.
of(ThreeLegBasisSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Returns a curve node for a three leg basis swap using the specified instrument template, rate key and spread.
of(ThreeLegBasisSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Returns a curve node for a three leg basis swap using the specified instrument template, rate key, spread and label.
of(XCcyIborIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template and rate.
of(XCcyIborIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template, rate key and spread.
of(XCcyIborIborSwapTemplate, ObservableKey, double, String) - Static method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Returns a curve node for a cross-currency Ibor-Ibor interest rate swap using the specified instrument template, rate key, spread and label.
of(Curve, ShiftType, double) - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
Returns a curve based on an underlying curve with a parallel shift applied to the Y values.
of(String) - Static method in class com.opengamma.strata.market.explain.ExplainKey
Obtains an instance from the specified name.
of(Map<ExplainKey<?>, Object>) - Static method in class com.opengamma.strata.market.explain.ExplainMap
Creates an instance from a populated map.
of(CurveGroupName) - Static method in class com.opengamma.strata.market.id.CurveGroupId
Returns an ID identifying a curve group with a market data feed of MarketDataFeed.NONE.
of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.CurveGroupId
Returns an ID identifying a curve group.
of(CurveGroupName, CurveName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.CurveInputsId
Returns an ID for the input data used when calibrating the specified curve.
of(Currency, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.DiscountCurveId
Obtains an ID used to find the discount factor curve associated with a currency.
of(Currency, CurveGroupName) - Static method in class com.opengamma.strata.market.id.DiscountCurveId
Obtains an ID used to find the discount factor curve associated with a currency.
of(IborIndex, CurveGroupName) - Static method in class com.opengamma.strata.market.id.IborIndexCurveId
Obtains an instance used to obtain the forward curve associated with an Overnight index.
of(IborIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.IborIndexCurveId
Obtains an instance used to obtain the forward curve associated with an Overnight index.
of(Index) - Static method in class com.opengamma.strata.market.id.IndexRateId
Returns an ID for market data for the specified index.
of(Index, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.IndexRateId
Returns an ID for market data for the specified index.
of(Index, MarketDataFeed, FieldName) - Static method in class com.opengamma.strata.market.id.IndexRateId
Returns an ID for the curve for the specified index.
of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
Creates an instance based on the reference information.
of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
Creates an instance based on the reference information.
of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
Creates an instance based on the reference information.
of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
Creates an instance based on the reference information.
of(Currency) - Static method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
Creates an instance based on a currency.
of(OvernightIndex, CurveGroupName) - Static method in class com.opengamma.strata.market.id.OvernightIndexCurveId
Obtains an instance used to obtain the forward curve associated with an Overnight index.
of(OvernightIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.OvernightIndexCurveId
Obtains an instance used to obtain the forward curve associated with an Overnight index.
of(PriceIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.PriceIndexCurveId
Returns an ID for the curve for the specified index.
of(PriceIndex, CurveGroupName) - Static method in class com.opengamma.strata.market.id.PriceIndexCurveId
Returns an ID for the curve for the specified index.
of(StandardId) - Static method in class com.opengamma.strata.market.id.QuoteId
Returns an ID representing a market quote with a field name of FieldName.MARKET_VALUE and a market data feed of MarketDataFeed.NONE.
of(StandardId, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.QuoteId
Returns an ID representing a market quote with a field name of FieldName.MARKET_VALUE.
of(StandardId, MarketDataFeed, FieldName) - Static method in class com.opengamma.strata.market.id.QuoteId
Returns an ID representing a market quote.
of(IborIndex) - Static method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
Obtains an ID used to find swaption volatilities based on Fixed-Ibor swaps.
of(String) - Static method in interface com.opengamma.strata.market.interpolator.CurveExtrapolator
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.market.interpolator.CurveInterpolator
Obtains an instance from the specified unique name.
of(CurveGroupName) - Static method in class com.opengamma.strata.market.key.CurveGroupKey
Returns a key identifying a curve group by name.
of(String) - Static method in class com.opengamma.strata.market.key.CurveGroupKey
Returns a key identifying a curve group by name.
of(CurveGroupName, CurveName) - Static method in class com.opengamma.strata.market.key.CurveInputsKey
Returns an key identifying the input data used when calibrating the specified curve.
of(Currency) - Static method in class com.opengamma.strata.market.key.DiscountCurveKey
Obtains an instance used to find the discount curve associated with a currency.
of(IborIndex) - Static method in class com.opengamma.strata.market.key.IborIndexCurveKey
Obtains an instance used to obtain the forward curve associated with an Ibor index.
of(Index) - Static method in class com.opengamma.strata.market.key.IndexRateKey
Creates a key to obtain the market value associated with an index.
of(Index, FieldName) - Static method in class com.opengamma.strata.market.key.IndexRateKey
Creates a key to obtain a specific field associated with an index.
of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
Creates an instance based on the reference information.
of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
Creates an instance based on the reference information.
of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
Creates an instance based on the reference information.
of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
Creates an instance based on the reference information.
of(Currency) - Static method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
Creates an instance based on a currency.
of(OvernightIndex) - Static method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
Obtains an instance used to obtain the forward curve associated with an Overnight index.
of(PriceIndex) - Static method in class com.opengamma.strata.market.key.PriceIndexCurveKey
Creates a key to obtain the forward curve associated with an index.
of(StandardId) - Static method in class com.opengamma.strata.market.key.QuoteKey
Creates a key to obtain the market value associated with an identifier.
of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.key.QuoteKey
Creates a key to obtain a specific field associated with an identifier.
of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
Returns a key identifying the market data with the specified ID and field name.
of(QuoteKey) - Static method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
Returns a key identifying the same market data as the quote key.
of(IborIndex) - Static method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
Obtains a key used to find swaption volatilities based on Fixed-Ibor swaps.
of(double) - Static method in class com.opengamma.strata.market.option.DeltaStrike
Obtains an instance of Delta with the value of absolute delta.
of(double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
Obtains an instance of LogMoneyness with the value of log-moneyness.
of(double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike
Obtains an instance of Moneyness with the value of moneyness.
of(double) - Static method in class com.opengamma.strata.market.option.SimpleStrike
Obtains an instance of Strike with the value of strike.
of(String) - Static method in class com.opengamma.strata.market.option.StrikeType
Obtains an instance from the specified name.
of(StandardId, ZonedDateTime, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
Obtains an instance based on the security ID.
of(CurrencyPair, Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
Obtains an instance from currency pair, reference currency, reference date and sensitivity value.
of(CurrencyPair, Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
Obtains an instance from currency pair, reference currency, reference date sensitivity currency and sensitivity value.
of(FxIndex, Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Obtains an instance from index, reference currency, fixing date and sensitivity value.
of(FxIndex, Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Obtains an instance from index, reference currency, fixing date, sensitivity currency and sensitivity value.
of(CurrencyPair, ZonedDateTime, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
Obtains an instance based on the currency pair, specifying the sensitivity currency.
of(IborIndex, ZonedDateTime, LocalDate, double, double, double) - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Obtains an instance based on the index.
of(IborIndex, ZonedDateTime, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Obtains an instance based on the index, specifying the sensitivity currency.
of(IborIndex, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
Obtains an instance based on the index.
of(IborIndex, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
Obtains an instance based on the index, specifying the sensitivity currency.
of(PriceIndex, YearMonth, double) - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
Obtains an instance based on the index.
of(PriceIndex, YearMonth, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
Obtains an instance based on the index, specifying the sensitivity currency.
of(Currency, LocalDate, LegalEntityGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
Obtains an instance from the curve currency, date, legal entity group and value.
of(ZeroRateSensitivity, LegalEntityGroup) - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
Obtains an instance from zero rate sensitivity and legal entity group.
of(Currency, LocalDate, Currency, LegalEntityGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
Obtains an instance from the curve currency, date, sensitivity currency, legal entity group and value.
of(OvernightIndex, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Obtains an instance based on the index.
of(OvernightIndex, LocalDate, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Obtains an instance based on the index, specifying the sensitivity currency.
of(PointSensitivity...) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Obtains an instance from an array of sensitivity entries.
of(List<? extends PointSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Obtains an instance from a list of sensitivity entries.
of(Currency, LocalDate, BondGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
Obtains an instance from the curve currency, date, bond group and value.
of(ZeroRateSensitivity, BondGroup) - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
Obtains an instance from zero rate sensitivity and bond group.
of(Currency, LocalDate, Currency, BondGroup, double) - Static method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
Obtains an instance from the curve currency, date, sensitivity currency, bond group and value.
of(FixedIborSwapConvention, ZonedDateTime, double, double, double, Currency, double, double, double, double) - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Obtains an instance from the specified elements.
of(FixedIborSwapConvention, ZonedDateTime, double, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
Obtains an instance from the specified elements.
of(Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
Obtains an instance from the curve currency, date and value.
of(Currency, LocalDate, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
Obtains an instance from the curve currency, date, sensitivity currency and value.
of(String) - Static method in enum com.opengamma.strata.market.ShiftType
Obtains an instance from the specified unique name.
of(String, double) - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface
Creates a constant surface with a specific value.
of(SurfaceName, double) - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface
Creates a constant surface with a specific value.
of(SurfaceMetadata, double) - Static method in class com.opengamma.strata.market.surface.ConstantNodalSurface
Creates a constant surface with a specific value.
of(String) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Creates the metadata.
of(SurfaceName) - Static method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Creates the metadata.
of(SurfaceMetadata, DoubleArray, DoubleArray, DoubleArray, GridInterpolator2D) - Static method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Creates an interpolated surface with metadata.
of(double, Strike, CurrencyPair) - Static method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
Creates node metadata using year fraction, strike and currency pair.
of(double, Strike, String, CurrencyPair) - Static method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
Creates node using year fraction, strike, label and currency pair.
of(double, Strike) - Static method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
Creates node metadata using year fraction and strike.
of(double, Strike, String) - Static method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
Creates node using year fraction, strike and label.
of(double, double) - Static method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
Creates node metadata using swap convention, year fraction and strike.
of(double, double, String) - Static method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
Creates node using swap convention, year fraction, strike and label.
of(SurfaceCurrencyParameterSensitivity...) - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Obtains an instance from a multiple sensitivity entries.
of(List<? extends SurfaceCurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Obtains an instance from a list of sensitivity entries.
of(SurfaceMetadata, Currency, DoubleArray) - Static method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Obtains an instance from the surface metadata, currency and sensitivity.
of(String) - Static method in class com.opengamma.strata.market.surface.SurfaceName
Obtains an instance from the specified name.
of(String) - Static method in class com.opengamma.strata.market.value.BondGroup
Obtains an instance from the specified name.
of(double) - Static method in class com.opengamma.strata.market.value.CdsRecoveryRate
Creates an instance of the recovery rate.
of(String) - Static method in enum com.opengamma.strata.market.value.CompoundedRateType
Obtains an instance from the specified unique name.
of(String) - Static method in class com.opengamma.strata.market.value.LegalEntityGroup
Obtains an instance from the specified name.
of(DoubleArray) - Static method in class com.opengamma.strata.market.value.scenario.QuotesArray
Obtains an instance wrapping a set of quotes.
of(String) - Static method in class com.opengamma.strata.market.ValueType
Obtains an instance from the specified name.
of(Currency, LocalDate, Curve) - Static method in interface com.opengamma.strata.market.view.DiscountFactors
Obtains an instance from a curve.
of(CurrencyPair, FxRateProvider, DiscountFactors, DiscountFactors) - Static method in class com.opengamma.strata.market.view.DiscountFxForwardRates
Obtains an instance based on two discount factors, one for each currency.
of(FxIndex, FxForwardRates) - Static method in class com.opengamma.strata.market.view.DiscountFxIndexRates
Obtains an instance based on discount factors with no historic fixings.
of(FxIndex, FxForwardRates, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.DiscountFxIndexRates
Obtains an instance based on discount factors and historic fixings.
of(IborIndex, DiscountFactors) - Static method in class com.opengamma.strata.market.view.DiscountIborIndexRates
Obtains an instance based on discount factors with no historic fixings.
of(IborIndex, DiscountFactors, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.DiscountIborIndexRates
Obtains an instance based on discount factors and historic fixings.
of(OvernightIndex, DiscountFactors) - Static method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
Obtains an instance based on discount factors with no historic fixings.
of(OvernightIndex, DiscountFactors, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
Obtains an instance based on discount factors and historic fixings.
of(PriceIndex, LocalDate, InterpolatedNodalCurve, LocalDateDoubleTimeSeries) - Static method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
Obtains an instance based on a curve with no seasonality adjustment.
of(PriceIndex, LocalDate, InterpolatedNodalCurve, LocalDateDoubleTimeSeries, DoubleArray) - Static method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
Obtains an instance based on a curve with seasonality adjustment.
of(IborIndex, LocalDate, Curve) - Static method in interface com.opengamma.strata.market.view.IborIndexRates
Obtains an instance from a forward curve, with an empty time-series of fixings.
of(IborIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.market.view.IborIndexRates
Obtains an instance from a curve and time-series of fixings.
of(DiscountFactors, LegalEntityGroup) - Static method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Obtains an instance based on discount factors and legal entity group.
of(OvernightIndex, LocalDate, Curve) - Static method in interface com.opengamma.strata.market.view.OvernightIndexRates
Obtains an instance from a forward curve, with an empty time-series of fixings.
of(OvernightIndex, LocalDate, Curve, LocalDateDoubleTimeSeries) - Static method in interface com.opengamma.strata.market.view.OvernightIndexRates
Obtains an instance from a curve and time-series of fixings.
of(DiscountFactors, BondGroup) - Static method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Obtains an instance based on discount factors and bond group.
of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.view.SimpleDiscountFactors
Obtains an instance based on a discount factor curve.
of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
Obtains an instance based on a zero-rates curve.
of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
Obtains an instance based on a zero-rates curve.
of(InterpolatedNodalSurface, StandardId, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
Obtains an instance based on a surface.
of(List<? extends CalibrationMeasure<? extends Trade>>) - Static method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
Obtains an instance from a list of individual trade-specific measures.
of(CalibrationMeasure<? extends Trade>...) - Static method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
Obtains an instance from a list of individual trade-specific measures.
of(double, double, int, CalibrationMeasures) - Static method in interface com.opengamma.strata.pricer.calibration.CurveCalibrator
Obtains an instance specifying tolerances and measures to use.
of(ImmutableRatesProvider, CurveGroupDefinition) - Static method in class com.opengamma.strata.pricer.calibration.ImmutableRatesProviderGenerator
Obtains a generator from an existing provider and definition.
of(String, Class<R>, ToDoubleBiFunction<R, ImmutableRatesProvider>, BiFunction<R, ImmutableRatesProvider, PointSensitivities>) - Static method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
Obtains a calibrator for a specific type of trade.
of(NodalCurve, CurrencyPair, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
Obtains an instance based on a curve.
of(NodalSurface, CurrencyPair, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
Obtains an instance based on a surface.
of(HullWhiteOneFactorPiecewiseConstantParameters, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Obtains an instance from Hull-White model parameters and the date-time for which it is valid.
of(HullWhiteOneFactorPiecewiseConstantParameters, DayCount, LocalDate, LocalTime, ZoneId) - Static method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Obtains an instance from Hull-White model parameters and the date, time and zone for which it is valid.
of(InterpolatedNodalSurface, boolean, IborIndex, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Obtains an instance based on a surface.
of(NodalSurface, FixedIborSwapConvention, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
of(NodalSurface, FixedIborSwapConvention, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
Obtains an instance from the implied volatility surface and the date, time and zone for which it is valid.
of(NodalSurface, FixedIborSwapConvention, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
Obtains an instance from the implied volatility surface and the date-time for which it is valid.
of(NodalSurface, FixedIborSwapConvention, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
Obtains an instance from the implied volatility surface and the date, time and zone for which it is valid.
of(SabrInterestRateParameters, FixedIborSwapConvention, ZonedDateTime, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Obtains an instance from the SABR model parameters and the date-time for which it is valid.
of(SabrInterestRateParameters, FixedIborSwapConvention, LocalDate, LocalTime, ZoneId, DayCount) - Static method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Obtains an instance from the SABR model parameters and the date, time and zone for which it is valid.
of(String) - Static method in enum com.opengamma.strata.product.bond.YieldConvention
Obtains an instance from the specified unique name.
of(CmsLeg) - Static method in class com.opengamma.strata.product.cms.Cms
Obtains an instance from a CMS leg with no pay leg.
of(CmsLeg, SwapLeg) - Static method in class com.opengamma.strata.product.cms.Cms
Obtains an instance from a CMS leg and a pay leg.
of(String) - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType
Obtains the type from a unique name.
of(ExpandedCmsLeg) - Static method in class com.opengamma.strata.product.cms.ExpandedCms
Obtains an instance from a CMS leg with no pay leg.
of(ExpandedCmsLeg, ExpandedSwapLeg) - Static method in class com.opengamma.strata.product.cms.ExpandedCms
Obtains an instance from a CMS leg and a pay leg.
of(String) - Static method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle
Obtains an instance from the specified unique name.
of(Payment, PeriodicPayments) - Static method in class com.opengamma.strata.product.credit.FeeLeg
Creates a fee leg from the fee and payments.
of(StandardId, int, int) - Static method in class com.opengamma.strata.product.credit.IndexReferenceInformation
Creates an instance.
of(CurrencyAmount, double, DayCount, Frequency, StubConvention, RollConvention) - Static method in class com.opengamma.strata.product.credit.PeriodicPayments
Creates an instance.
of(StandardId, SeniorityLevel, Currency, RestructuringClause) - Static method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
Creates an instance.
of(String) - Static method in interface com.opengamma.strata.product.credit.type.CdsConvention
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.product.credit.type.IsdaYieldCurveConvention
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Obtains an instance from the specified unique name.
of(IborIndex) - Static method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Obtains a convention based on the specified index.
of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Obtains a template based on the specified index.
of(Period, IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Obtains a template based on the specified period and index.
of(Period, IborFixingDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Obtains a template based on the specified periods and convention.
of(IborIndex) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Obtains a convention based on the specified index.
of(Currency, BusinessDayAdjustment, DayCount, DaysAdjustment) - Static method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Obtains a convention based on the specified currency, business day adjustment, day count convention and spot date offset.
of(String) - Static method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Obtains an instance from the specified unique name.
of(Period, TermDepositConvention) - Static method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Obtains a template based on the specified period and convention.
of(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
Obtains an instance from the specified unique name.
of(String) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
Obtains an instance from the specified unique name.
of(IborIndex) - Static method in interface com.opengamma.strata.product.fra.type.FraConvention
Obtains a convention based on the specified index.
of(Period, IborIndex) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
Obtains a template based on the specified period and index.
of(Period, Period, FraConvention) - Static method in class com.opengamma.strata.product.fra.type.FraTemplate
Obtains a template based on the specified periods and convention.
of(IborIndex) - Static method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Obtains a convention based on the specified index.
of(Payment, Payment) - Static method in class com.opengamma.strata.product.fx.ExpandedFxSingle
Creates an ExpandedFx from two equivalent payments in different currencies.
of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.ExpandedFxSingle
Creates an ExpandedFx from two amounts and the value date.
of(ExpandedFxSingle, ExpandedFxSingle) - Static method in class com.opengamma.strata.product.fx.ExpandedFxSwap
Creates an ExpandedFxSwap from two legs.
of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle
Creates an FxSingle from two amounts and the value date.
of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSingle
Creates an FxSingle using a rate.
of(FxSingle, FxSingle) - Static method in class com.opengamma.strata.product.fx.FxSwap
Creates an FxSwap from two transactions.
of(String) - Static method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Obtains an instance from the specified unique name.
of(Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Obtains a template based on the specified period and convention.
of(Period, Period, FxSwapConvention) - Static method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Obtains a template based on the specified periods and convention.
of(CurrencyPair, DaysAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Obtains a convention based on the specified currency pair and spot date offset.
of(CurrencyPair, DaysAdjustment, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Obtains a convention based on the specified currency pair, spot date offset and adjustment.
of(String) - Static method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Obtains an instance from the specified unique name.
of(Period, int, IborFutureConvention) - Static method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Obtains a template based on the specified convention.
of(IborIndex, DateSequence) - Static method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Creates a convention based on the specified index and the sequence of dates.
of(double) - Static method in class com.opengamma.strata.product.rate.FixedRateObservation
Creates an FixedRateObservation.
of(LocalDate) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date with a weight of 1.
of(LocalDate, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date with a weight of 1.
of(IborIndex, List<IborAveragedFixing>) - Static method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
Creates an IborAveragedRateObservation from an index and fixings.
of(IborIndex, IborIndex, LocalDate) - Static method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
Creates an IborInterpolatedRateObservation from two indices and fixing date.
of(IborIndex, LocalDate) - Static method in class com.opengamma.strata.product.rate.IborRateObservation
Creates an IborRateObservation from an index and fixing date.
of(PriceIndex, YearMonth, YearMonth, double) - Static method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
Creates an InflationInterpolatedRateObservation from an index, reference start month and reference end month.
of(PriceIndex, YearMonth, YearMonth) - Static method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
Creates an InflationMonthlyRateObservation from an index, reference start month and reference end month.
of(OvernightIndex, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Creates an OvernightAveragedRateObservation from an index and period dates
of(OvernightIndex, LocalDate, LocalDate, int) - Static method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Creates an OvernightAveragedRateObservation from an index, period dates and rate cut-off.
of(OvernightIndex, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Creates an OvernightCompoundedRateObservation from an index and period dates
of(OvernightIndex, LocalDate, LocalDate, int) - Static method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Creates an OvernightCompoundedRateObservation from an index, period dates and rate cut-off.
of(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod
Obtains an instance from the specified unique name.
of(ExpandedSwapLeg...) - Static method in class com.opengamma.strata.product.swap.ExpandedSwap
Creates a swap from one or more swap legs.
of(double, DayCount) - Static method in class com.opengamma.strata.product.swap.FixedRateCalculation
Obtains a rate calculation for the specified day count and rate.
of(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo
Obtains an instance from the specified unique name.
of(FxIndex, Currency, LocalDate) - Static method in class com.opengamma.strata.product.swap.FxReset
Obtains an instance from the index, currency and fixing date.
of(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
Obtains an instance from the specified unique name.
of(String) - Static method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod
Obtains an instance from the specified unique name.
of(IborIndex) - Static method in class com.opengamma.strata.product.swap.IborRateCalculation
Obtains a rate calculation for the specified index.
of(String, FixedIborSwapTemplate) - Static method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Obtains an instance from the specified name and template.
of(PriceIndex, int, boolean) - Static method in class com.opengamma.strata.product.swap.InflationRateCalculation
Obtains a rate calculation for the specified price index.
of(Payment, SchedulePeriod) - Static method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
Obtains an instance based on a payment and schedule period.
of(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Obtains an instance from the specified unique name.
of(LocalDate, CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.NotionalExchange
Creates a NotionalExchange from the date and amount.
of(CurrencyAmount) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
Obtains an instance with a single amount that does not change over time.
of(Currency, double) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
Obtains an instance with a single amount that does not change over time.
of(Currency, ValueSchedule) - Static method in class com.opengamma.strata.product.swap.NotionalSchedule
Obtains an instance with a notional amount that can change over time.
of(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
Obtains an instance from the specified unique name.
of(OvernightIndex) - Static method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Obtains a rate calculation for the specified index with accrual by compounding.
of(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
Obtains an instance from the specified unique name.
of(SwapLeg...) - Static method in class com.opengamma.strata.product.swap.Swap
Creates a swap from one or more swap legs.
of(List<SwapLeg>) - Static method in class com.opengamma.strata.product.swap.Swap
Creates a swap from one or more swap legs.
of(String) - Static method in interface com.opengamma.strata.product.swap.SwapIndex
Obtains an instance from the specified unique name.
of(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType
Obtains the type from a unique name.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Creates a template based on the specified period, tenor and convention.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, FixedOvernightSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Obtains a template based on the specified period, tenor and convention.
of(Currency, DayCount, Frequency, BusinessDayAdjustment) - Static method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Obtains a convention based on the specified parameters.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Obtains a template based on the specified period, tenor and convention.
of(IborIndex) - Static method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Obtains a convention based on the specified index.
of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, FixedRateSwapLegConvention, OvernightRateSwapLegConvention, DaysAdjustment) - Static method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(String, FixedRateSwapLegConvention, IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Obtains a convention based on the specified name and leg conventions.
of(OvernightIndex, Frequency, int) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Obtains a convention based on the specified index, using the 'Compounded' accrual method.
of(OvernightIndex, Frequency, int, OvernightAccrualMethod) - Static method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Creates a convention based on the specified index, specifying the accrual method.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, ThreeLegBasisSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Creates a template based on the specified period, tenor and convention.
of(String) - Static method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Obtains an instance from the specified unique name.
of(Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Obtains a template based on the specified tenor and convention.
of(Period, Tenor, XCcyIborIborSwapConvention) - Static method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Obtains a template based on the specified period, tenor and convention.
of(String) - Static method in enum com.opengamma.strata.product.swaption.SettlementType
Obtains an instance from the specified unique name.
of(Result<?>, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
Creates the result of evaluating a token against an object.
of(FormatCategory, ValueFormatter<T>) - Static method in class com.opengamma.strata.report.framework.format.FormatSettings
Obtains settings from category and formatter.
of(LocalDate, List<Trade>, List<Column>, Results) - Static method in class com.opengamma.strata.report.ReportCalculationResults
Returns a new set of calculations results.
of(ReportCalculationResults, TradeReportTemplate) - Static method in class com.opengamma.strata.report.trade.TradeReport
Returns a new trade report.
ofArrayObjects(int, int, IntFunction<DoubleArray>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance with entries filled using a function.
ofArrays(int, int, IntFunction<double[]>) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance with entries filled using a function.
ofBus252(HolidayCalendar) - Static method in interface com.opengamma.strata.basics.date.DayCount
Obtains an instance of the 'Bus/252' day count based on a specific calendar.
ofBusinessDays(int, HolidayCalendar) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Obtains an instance that can adjust a date by a specific number of business days.
ofBusinessDays(int, HolidayCalendar, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Obtains an instance that can adjust a date by a specific number of business days.
ofBuy(boolean) - Static method in enum com.opengamma.strata.basics.BuySell
Converts a boolean "is buy" flag to the enum value.
ofCalendarDays(int) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Obtains an instance that can adjust a date by a specific number of calendar days.
ofCalendarDays(int, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Obtains an instance that can adjust a date by a specific number of calendar days.
ofChildren(String, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement
Obtains an instance with children and no attributes.
ofChildren(String, Map<String, String>, List<XmlElement>) - Static method in class com.opengamma.strata.collect.io.XmlElement
Obtains an instance with children and attributes.
ofClasspath(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a resource from a fully qualified resource name.
ofClasspathUrl(URL) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a resource from a URL.
ofClosed(LocalDate, LocalDate) - Static method in class com.opengamma.strata.collect.range.LocalDateRange
Obtains a closed range of dates, including the start and end.
ofContent(String, String) - Static method in class com.opengamma.strata.collect.io.XmlElement
Obtains an instance with content and no attributes.
ofContent(String, Map<String, String>, String) - Static method in class com.opengamma.strata.collect.io.XmlElement
Obtains an instance with content and attributes.
ofCurves(CurveGroupDefinition, Curve...) - Static method in class com.opengamma.strata.market.curve.CurveGroup
Creates a curve group using a curve group definition and some existing curves.
ofCurves(CurveGroupDefinition, Collection<? extends Curve>) - Static method in class com.opengamma.strata.market.curve.CurveGroup
Creates a curve group using a curve group definition and a list of existing curves.
ofDayOfMonth(int) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
Obtains an instance from the day-of-month.
ofDayOfWeek(DayOfWeek) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
Obtains an instance from the day-of-week.
ofDays(int) - Static method in class com.opengamma.strata.basics.date.Tenor
Obtains an instance backed by a period of days.
ofDays(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Obtains an instance backed by a period of days.
ofDaysInResetPeriod(LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.
ofDaysInResetPeriod(LocalDate, LocalDate, LocalDate, Double) - Static method in class com.opengamma.strata.product.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.
ofDecimalPlaces(int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
Obtains an instance that rounds to the specified number of decimal places.
ofDecimalPlaces(int) - Static method in interface com.opengamma.strata.basics.value.Rounding
Obtains an instance that rounds to the specified number of decimal places.
ofDeltaAmount(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
Obtains an instance specifying an amount to add to the base value.
ofDeltaMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
Obtains an instance specifying a multiplication factor, adding it to the base value.
ofFile(File) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a resource from a File.
ofFixedRate(double) - Static method in class com.opengamma.strata.product.swap.StubCalculation
Obtains an instance with a single fixed rate.
ofForecastValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
Creates a CashFlow representing a single cash flow from payment date, forecast value and discount factor.
ofForecastValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
Creates a CashFlow representing a single cash flow from payment date, forecast value amount, discount factor and currency.
ofForwardPoints(CurrencyAmount, Currency, double, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.product.fx.FxSwap
Creates an FxSwap using forward points.
ofFractionalDecimalPlaces(int, int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
Obtains an instance from the number of decimal places and fraction.
ofFractionalDecimalPlaces(int, int) - Static method in interface com.opengamma.strata.basics.value.Rounding
Obtains an instance from the number of decimal places and fraction.
ofIborInterpolatedRate(IborIndex, IborIndex) - Static method in class com.opengamma.strata.product.swap.StubCalculation
Obtains an instance with linear interpolation of two floating rates.
ofIborRate(IborIndex) - Static method in class com.opengamma.strata.product.swap.StubCalculation
Obtains an instance with a single floating rate.
ofLastBusinessDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
Obtains an instance that can adjust a date by the specified period using the last business day of month convention.
ofLastBusinessDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
Obtains an instance that can adjust a date by the specified tenor using the last business day of month convention.
ofLastDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
Obtains an instance that can adjust a date by the specified period using the last day of month convention.
ofLastDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
Obtains an instance that can adjust a date by the specified tenor using the last day of month convention.
ofLong(boolean) - Static method in enum com.opengamma.strata.basics.LongShort
Converts a boolean "is long" flag to the enum value.
ofMappings(List<? extends PerturbationMapping<?>>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
Returns a scenario definition containing the perturbations in mappings.
ofMappings(PerturbationMapping<?>...) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
Returns a scenario definition containing the perturbations in mappings.
ofMappings(List<? extends PerturbationMapping<?>>, List<String>) - Static method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
Returns a scenario definition containing the perturbations in mappings.
ofMonths(int) - Static method in class com.opengamma.strata.basics.date.Tenor
Obtains an instance backed by a period of months.
ofMonths(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Obtains an instance backed by a period of months.
ofMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
Obtains an instance specifying a multiplication factor to apply to the base value.
ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.CalculationRunner
Creates a standard multi-threaded calculation runner capable of performing calculations.
ofMultiThreaded() - Static method in interface com.opengamma.strata.calc.runner.CalculationTaskRunner
Creates a standard multi-threaded calculation task runner capable of performing calculations.
ofNullable(R, FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
Returns a success result containing the value if it is non-null, else returns a failure result with the specified reason and message.
ofNullable(R) - Static method in class com.opengamma.strata.collect.result.Result
Returns a success result containing the value if it is non-null, else returns a failure result with a reason of FailureReason.MISSING_DATA and message to say an unexpected null was found.
ofPair(Pair<Double, Double>) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
Obtains an instance from a Pair.
ofPair(Pair<Integer, Double>) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
Obtains an instance from a Pair.
ofPair(Pair<Long, Double>) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
Obtains an instance from a Pair.
ofPair(Pair<A, Double>) - Static method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Obtains an instance from a Pair.
ofPair(Pair<A, Integer>) - Static method in class com.opengamma.strata.collect.tuple.ObjIntPair
Obtains an instance from a Pair.
ofPay(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
Obtains an instance representing an amount to be paid.
ofPay(boolean) - Static method in enum com.opengamma.strata.basics.PayReceive
Converts a boolean "is pay" flag to the enum value.
ofPresentValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
Creates a CashFlow representing a single cash flow from payment date, present value and discount factor.
ofPresentValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
Creates a CashFlow representing a single cash flow from payment date, present value amount, discount factor and currency.
ofPut(boolean) - Static method in enum com.opengamma.strata.basics.PutCall
Converts a boolean "is put" flag to the enum value.
ofReceive(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.basics.currency.Payment
Obtains an instance representing an amount to be received.
ofReplace(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
Obtains an instance that replaces the base value.
ofScenarioValue(ScenarioMarketDataValue<T>) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox
Obtains an instance containing a scenario market data value with data for multiple scenarios.
ofScenarioValues(T...) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox
Obtains an instance containing a scenario market data value with data for multiple scenarios.
ofScenarioValues(List<T>) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox
Obtains an instance containing a scenario market data value with data for multiple scenarios.
ofSignedAmount(double) - Static method in enum com.opengamma.strata.basics.PayReceive
Converts a signed amount to the enum value.
ofSingleValue(T) - Static method in interface com.opengamma.strata.basics.market.MarketDataBox
Obtains an instance containing a single market data value that is used in all scenarios.
ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.LogMoneynessStrike
Obtains an instance of LogMoneyness from the strike and forward.
ofStrikeAndForward(double, double) - Static method in class com.opengamma.strata.market.option.MoneynessStrike
Obtains an instance of Moneyness from the strike and forward.
ofTerm(SchedulePeriod) - Static method in class com.opengamma.strata.basics.schedule.Schedule
Obtains a 'Term' instance based on a single period.
ofUnsafe(double[]) - Static method in class com.opengamma.strata.collect.array.DoubleArray
Obtains an instance by wrapping an array.
ofUnsafe(double[][]) - Static method in class com.opengamma.strata.collect.array.DoubleMatrix
Obtains an instance by wrapping a double[][].
ofWeeks(int) - Static method in class com.opengamma.strata.basics.date.Tenor
Obtains an instance backed by a period of weeks.
ofWeeks(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Obtains an instance backed by a period of weeks.
ofYears(int) - Static method in class com.opengamma.strata.basics.date.Tenor
Obtains an instance backed by a period of years.
ofYears(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Obtains an instance backed by a period of years.
ONE_BASIS_POINT - Static variable in class com.opengamma.strata.function.calculation.AbstractCalculationFunction
One basis point, expressed as a double.
ONE_ONE - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '1/1' day count, which always returns a day count of 1.
openListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Opens a list entry to be populated.
or(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
Returns a new predicate that returns true if either predicates returns true.
or(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
Returns a new predicate that returns true if either predicates returns true.
or(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
Returns a new predicate that returns true if either predicates returns true.
order() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
The meta-property for the order property.
orderedResources(String) - Static method in class com.opengamma.strata.collect.io.ResourceConfig
Obtains an ordered list of resource locators.
outputCurrencies(Set<Currency>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
Sets the currencies used in the calculation results.
outputCurrencies(Currency...) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
Sets the outputCurrencies property in the builder from an array of objects.
outputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
The meta-property for the outputCurrencies property.
outputCurrencies() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
The meta-property for the outputCurrencies property.
overlaps(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if this range overlaps any dates in the specified range.
OvernightAccrualMethod - Enum in com.opengamma.strata.product.swap
The method of accruing interest based on an Overnight index.
OvernightAveragedRateObservation - Class in com.opengamma.strata.product.rate
Defines the observation of a rate from a single Overnight index that is averaged daily.
OvernightAveragedRateObservation.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for OvernightAveragedRateObservation.
OvernightAveragedRateObservation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for OvernightAveragedRateObservation.
OvernightCompoundedRateObservation - Class in com.opengamma.strata.product.rate
Defines the observation of a rate from a single Overnight index that is compounded daily.
OvernightCompoundedRateObservation.Builder - Class in com.opengamma.strata.product.rate
The bean-builder for OvernightCompoundedRateObservation.
OvernightCompoundedRateObservation.Meta - Class in com.opengamma.strata.product.rate
The meta-bean for OvernightCompoundedRateObservation.
OvernightIndex - Interface in com.opengamma.strata.basics.index
An overnight index, such as Sonia or Eonia.
overnightIndexCurve(OvernightIndex, Curve) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds an Overnight index forward curve to the provider.
overnightIndexCurve(OvernightIndex, Curve, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds an index forward curve to the provider with associated time-series.
OvernightIndexCurveId - Class in com.opengamma.strata.market.id
A market data ID identifying the forward curve for an OvernightIndex.
OvernightIndexCurveId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for OvernightIndexCurveId.
OvernightIndexCurveKey - Class in com.opengamma.strata.market.key
Market data key identifying the forward curve for an Overnight index.
OvernightIndexCurveKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for OvernightIndexCurveKey.
OvernightIndexCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping
Market data mapping that accepts a OvernightIndexCurveKey and returns a OvernightIndexCurveId with the name of the curve group that is the source of the curve.
OvernightIndexCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping
The meta-bean for OvernightIndexCurveMapping.
OvernightIndexCurveMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
Market data function that builds a Curve representing the forward curve of an Overnight index.
OvernightIndexCurveMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.OvernightIndexCurveMarketDataFunction
 
overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider
 
OvernightIndexRates - Interface in com.opengamma.strata.market.view
Provides access to rates for an Overnight index.
overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
overnightIndexRates(OvernightIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the rates for an Overnight index.
OvernightIndices - Class in com.opengamma.strata.basics.index
Constants and implementations for standard Overnight rate indices.
OvernightRateCalculation - Class in com.opengamma.strata.product.swap
Defines the calculation of a floating rate swap leg based on an Overnight index.
OvernightRateCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for OvernightRateCalculation.
OvernightRateCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for OvernightRateCalculation.
OvernightRateSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to a rate from an Overnight index curve.
OvernightRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for OvernightRateSensitivity.
OvernightRateSwapLegConvention - Class in com.opengamma.strata.product.swap.type
A market convention for the floating leg of rate swap trades based on an Overnight index.
OvernightRateSwapLegConvention.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for OvernightRateSwapLegConvention.
OvernightRateSwapLegConvention.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for OvernightRateSwapLegConvention.
overrideStartDate(AdjustableDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional start date of the first schedule period, overriding normal schedule generation.
overrideStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the overrideStartDate property.

P

P12M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 12 months (1 year).
P13W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 13 weeks (91 days).
P1D - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of one day.
P1M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 1 month.
P1W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 1 week (7 days).
P26W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 26 weeks (182 days).
P2M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 2 months.
P2W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 2 weeks (14 days).
P3M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 3 months.
P4M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 4 months.
P4W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 4 weeks (28 days).
P52W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 52 weeks (364 days).
P6M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 6 months.
pair() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
The meta-property for the pair property.
pair() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
The meta-property for the pair property.
pair() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
The meta-property for the pair property.
pair() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
The meta-property for the pair property.
Pair<A,B> - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of two elements.
Pair.Meta<A,B> - Class in com.opengamma.strata.collect.tuple
The meta-bean for Pair.
pairsToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Creates a Collector that allows a collection of pairs each containing a currency pair and a rate to be streamed and collected into a new FxMatrix.
pairsToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable map from a stream containing pairs.
PAR_RATE - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the par rate of the calculation target.
PAR_SPREAD - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the par spread of the calculation target.
ParallelShiftedCurve - Class in com.opengamma.strata.market.curve.perturb
A curve with a parallel shift applied to its y-values.
ParallelShiftedCurve.Meta - Class in com.opengamma.strata.market.curve.perturb
The meta-bean for ParallelShiftedCurve.
parallelShiftParRatesinBps(double) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
Applies a parallel shift to all the nodes.
parallelShiftParRatesinBps(double) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
Applies a parallel shift to all the nodes.
parameterCount() - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
The meta-property for the parameterCount property.
parameterMetadata() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
The meta-property for the parameterMetadata property.
parameterMetadata(List<? extends CurveParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the metadata about the parameters.
parameterMetadata(CurveParameterMetadata...) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the parameterMetadata property in the builder from an array of objects.
parameterMetadata(List<? extends SurfaceParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
Sets the metadata about the parameters.
parameterMetadata(SurfaceParameterMetadata...) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
Sets the parameterMetadata property in the builder from an array of objects.
parameterMetadata() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
The meta-property for the parameterMetadata property.
parameters(NodalSurface) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
Sets the log-normal volatility surface.
parameters() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
The meta-property for the parameters property.
parameters() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
The meta-property for the parameters property.
parameters(InterpolatedNodalSurface) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
Sets the normal volatility surface.
parameters() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
The meta-property for the parameters property.
parameters() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
The meta-property for the parameters property.
parameterSensitivity(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveInterpolator
Computes the sensitivity of the y-value with respect to the curve parameters.
parRate(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the par rate of the expanded CDS product.
parRate(IborFixingDepositProduct, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Calculates the deposit fair rate given the start and end time and the accrual factor.
parRate(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Calculates the deposit fair rate given the start and end time and the accrual factor.
parRate(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the par rate of the FRA product.
parRate(IborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Calculates the par rate of the Ibor future product.
parRate(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Computes the par rate for swaps with a fixed leg.
parRates() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
The meta-property for the parRates property.
parRates() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
The meta-property for the parRates property.
parRateSensitivity(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the par rate curve sensitivity for a swap with a fixed leg.
parse(String) - Static method in class com.opengamma.strata.basics.currency.Currency
Parses a string to obtain a Currency.
parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
Parses the string to produce a CurrencyAmount.
parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
Parses a currency pair from a string with format AAA/BBB.
parse(String) - Static method in class com.opengamma.strata.basics.currency.FxRate
Parses a rate from a string with format AAA/BBB RATE.
parse(String) - Static method in class com.opengamma.strata.basics.date.Tenor
Parses a formatted string representing the tenor.
parse(String) - Static method in class com.opengamma.strata.basics.location.Country
Parses a string to obtain a Country.
parse(String) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Parses a formatted string representing the frequency.
parse(String) - Static method in class com.opengamma.strata.collect.id.StandardId
Parses an StandardId from a formatted scheme and value.
parse(String) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
Parses a DoublesPair from the standard string format.
parse(String) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
Parses an IntDoublePair from the standard string format.
parse(String) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
Parses a LongDoublePair from the standard string format.
parseAdjustableDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'AdjustableDate' to an AdjustableDate.
parseAdjustedRelativeDateOffset(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'AdjustedRelativeDateOffset' to a resolved LocalDate.
parseBusinessCenter(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'BusinessCenter' to a HolidayCalendar.
parseBusinessCenters(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'BusinessCentersOrReference.model' to a HolidayCalendar.
parseBusinessDayAdjustments(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'BusinessDayAdjustments' to a BusinessDayAdjustment.
parseBuyerSeller(XmlElement, TradeInfo.Builder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'BuyerSeller.model' to a BuySell.
parseCurrency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'Currency' to a Currency.
parseCurrencyAmount(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'Money' to a CurrencyAmount.
parseDate(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'date' to a LocalDate.
parseDayCountFraction(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'DayCountFraction' to a DayCount.
parseDecimal(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'decimal' to a double.
parseFrequency(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML frequency to a Frequency.
parseIndex(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'FloatingRateIndex.model' to an Index.
parseIndexes(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'FloatingRateIndex' with multiple tenors to an Index.
parseIndexTenor(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'FloatingRateIndex' tenor to a Tenor.
parsePayerReceiver(XmlElement, TradeInfo.Builder) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'PayerReceiver.model' to a PayReceive.
parsePeriod(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'Period' to a Period.
parseRelativeDateOffsetDays(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'RelativeDateOffset' to a DaysAdjustment.
parseTime(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Converts an FpML 'hourMinuteTime' to a LocalTime.
parseToken(String) - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType
Parses a string into the corresponding root type.
parseTrade(XmlElement, FpmlDocument) - Method in interface com.opengamma.strata.loader.fpml.FpmlTradeParser
Parses a single FpML format trade.
parseTradeInfo(XmlElement) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Parses the trade header element.
parseTrades(ByteSource) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
Parses the first trade from the specified source using the first party as ours.
parseTrades(ByteSource, String) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
Creates an instance, parsing the specified source.
parseTrades(XmlElement, Map<String, XmlElement>, String) - Static method in class com.opengamma.strata.loader.fpml.FpmlDocumentParser
Creates an instance, based on the specified element.
parSpread(BondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the par spread of the bond future trade.
parSpread(LocalDate, ExpandedCds, NodalCurve, NodalCurve, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
Calculate par spread on the specified valuation date.
parSpread(IborFixingDepositProduct, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Calculates the spread to be added to the deposit rate to have a zero present value.
parSpread(IborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Calculates the spread to be added to the deposit rate to have a zero present value.
parSpread(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Calculates the spread to be added to the deposit rate to have a zero present value.
parSpread(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the par spread of the FRA product.
parSpread(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
The par spread is the spread that should be added to the FX points to have a zero value.
parSpread(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the par spread.
parSpread(IborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Calculates the par spread of the Ibor future trade.
parSpread(IborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the par spread of the Ibor future trade.
parSpread(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Computes the par spread for swaps.
parSpreadSensitivity(BondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the par spread sensitivity of the bond future trade.
parSpreadSensitivity(IborFixingDepositProduct, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Calculates the par spread curve sensitivity.
parSpreadSensitivity(IborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Calculates the par spread curve sensitivity.
parSpreadSensitivity(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Calculates the par spread curve sensitivity.
parSpreadSensitivity(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the par spread curve sensitivity of the FRA product.
parSpreadSensitivity(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the par spread sensitivity to the curves.
parSpreadSensitivity(IborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Calculates the par spread sensitivity of the Ibor future trade.
parSpreadSensitivity(IborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the par spread sensitivity of the Ibor future trade.
parSpreadSensitivity(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the par spread curve sensitivity for a swap.
parSpreadSensitivityWithZSpread(BondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the par spread sensitivity of the bond future trade with z-spread.
parSpreadWithZSpread(BondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the par spread of the bond future trade with z-spread.
partition(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Partition the time-series into a pair of distinct series using a predicate.
partitionByValue(DoublePredicate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Partition the time-series into a pair of distinct series using a predicate.
PAY_OFF_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The pay-off rate, which includes adjustments like weighting, spread and gearing.
PAY_RECEIVE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
Whether the entry is being paid or received.
payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets whether the accrued premium is paid in the event of a default.
payAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the payAccruedOnDefault property.
payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
Sets whether the accrued premium is paid in the event of a default.
payAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
The meta-property for the payAccruedOnDefault property.
payAccruedOnDefault - Variable in class com.opengamma.strata.product.credit.ExpandedCds
Whether the accrued premium is paid in the event of a default.
payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets whether the accrued premium is paid in the event of a default.
payAccruedOnDefault() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the payAccruedOnDefault property.
payLeg() - Method in class com.opengamma.strata.product.cms.Cms.Meta
The meta-property for the payLeg property.
payLeg() - Method in class com.opengamma.strata.product.cms.ExpandedCms.Meta
The meta-property for the payLeg property.
payLegCurrency() - Static method in interface com.opengamma.strata.calc.config.ReportingRules
Returns a rule that uses the target's pay leg currency as the reporting currency.
Payment - Class in com.opengamma.strata.basics.currency
A single payment of a known amount on a specific date.
payment(Payment) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
Sets the upfront fee payment of the bond trade.
payment() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
The meta-property for the payment property.
payment(Payment) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
Sets the payment.
payment() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
The meta-property for the payment property.
Payment.Builder - Class in com.opengamma.strata.basics.currency
The bean-builder for Payment.
Payment.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for Payment.
PAYMENT_CURRENCY - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The currency of the payment.
PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The payment date, adjusted to be a valid business day if necessary.
PAYMENT_EVENTS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of payment events.
PAYMENT_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of payment periods.
paymentAmount(CurrencyAmount) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
Sets the amount of the notional exchange.
paymentAmount() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
The meta-property for the paymentAmount property.
paymentBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
paymentBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the paymentBusinessDayAdjustment property.
paymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the date that payment occurs.
paymentDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
Sets the date that payment occurs.
paymentDate() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
The meta-property for the paymentDate property.
paymentDate(AdjustableDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the payment date.
paymentDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder
Sets the date that the forward settles.
paymentDate() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
Sets the date that the forward settles.
paymentDate() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
The meta-property for the paymentDate property.
paymentDate() - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
Sets the date that the payment is made.
paymentDate() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
Sets the date that the payment is made.
paymentDate() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
Sets the date that payment occurs.
paymentDate() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
The meta-property for the paymentDate property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the offset of payment from the base calculation period date.
paymentDateOffset() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the offset of the payment date from the start date, optional with defaulting getter.
paymentDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the offset of payment from the base calculation period date.
paymentDateOffset() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the offset of payment from the base date, optional with defaulting getter.
paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the offset of payment from the base date, optional with defaulting getter.
paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the offset of payment from the base date, optional with defaulting getter.
paymentDateOffset() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the paymentDateOffset property.
PaymentEvent - Interface in com.opengamma.strata.product.swap
A payment event, where a single payment is made between two counterparties.
PaymentEventPricer<T extends PaymentEvent> - Interface in com.opengamma.strata.pricer.swap
Pricer for payment events.
paymentEvents(List<? extends PaymentEvent>) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
Sets the payment events that are associated with the swap leg.
paymentEvents(PaymentEvent...) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
Sets the paymentEvents property in the builder from an array of objects.
paymentEvents() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta
The meta-property for the paymentEvents property.
paymentEvents(List<PaymentEvent>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the additional payment events that are associated with the swap leg.
paymentEvents(PaymentEvent...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the paymentEvents property in the builder from an array of objects.
paymentEvents() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the paymentEvents property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
Sets the periodic frequency defining when payments are made.
paymentFrequency() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the payment frequency.
paymentFrequency() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the periodic frequency of payments.
paymentFrequency() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the periodic frequency of payments, optional with defaulting getter.
paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the periodic frequency of payments, optional with defaulting getter.
paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the periodic frequency of payments, optional with defaulting getter.
paymentFrequency() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the paymentFrequency property.
paymentInterval(Period) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
Sets the nominal period between premium payments, such as 3 months or 6 months.
paymentInterval() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
The meta-property for the paymentInterval property.
paymentInterval - Variable in class com.opengamma.strata.product.credit.ExpandedCds
The nominal period between premium payments, such as 3 months or 6 months.
PaymentPeriod - Interface in com.opengamma.strata.product.swap
A period over which interest is accrued with a single payment.
PaymentPeriodPricer<T extends PaymentPeriod> - Interface in com.opengamma.strata.pricer.swap
Pricer for payment periods.
paymentPeriods(List<? extends PaymentPeriod>) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
Sets the payment periods that combine to form the swap leg.
paymentPeriods(PaymentPeriod...) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
Sets the paymentPeriods property in the builder from an array of objects.
paymentPeriods() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta
The meta-property for the paymentPeriods property.
paymentPeriods(List<RatePaymentPeriod>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the payment periods that combine to form the swap leg.
paymentPeriods(RatePaymentPeriod...) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the paymentPeriods property in the builder from an array of objects.
paymentPeriods() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the paymentPeriods property.
PaymentRelativeTo - Enum in com.opengamma.strata.product.swap
The base date that each payment is made relative to.
paymentRelativeTo(PaymentRelativeTo) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
Sets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.
paymentRelativeTo() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
The meta-property for the paymentRelativeTo property.
paymentSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets the periodic payment schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the paymentSchedule property.
paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets the payment period schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the paymentSchedule property.
PaymentSchedule - Class in com.opengamma.strata.product.swap
Defines the schedule of payment dates relative to the accrual periods.
paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets the payment schedule.
paymentSchedule() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the paymentSchedule property.
PaymentSchedule.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for PaymentSchedule.
PaymentSchedule.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for PaymentSchedule.
PayReceive - Enum in com.opengamma.strata.basics
Flag indicating whether a financial instrument is "pay" or "receive".
payReceive(PayReceive) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
Sets whether the payment is to be paid or received.
payReceive() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets whether the leg is pay or receive.
payReceive() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the payReceive property.
PEN - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'PEN' - Peruvian Nuevo Sol.
period(Period) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
Sets the period to be added.
period() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
The meta-property for the period property.
PeriodAdditionConvention - Interface in com.opengamma.strata.basics.date
A convention defining how a period is added to a date.
PeriodAdditionConventions - Class in com.opengamma.strata.basics.date
Constants and implementations for standard period addition conventions.
PeriodAdjustment - Class in com.opengamma.strata.basics.date
An adjustment that alters a date by adding a period of calendar days, months and years.
PeriodAdjustment.Builder - Class in com.opengamma.strata.basics.date
The bean-builder for PeriodAdjustment.
PeriodAdjustment.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for PeriodAdjustment.
periodicPayments(List<FixedCouponBondPaymentPeriod>) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
Sets the periodic payments of the product.
periodicPayments(FixedCouponBondPaymentPeriod...) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
Sets the periodicPayments property in the builder from an array of objects.
periodicPayments() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta
The meta-property for the periodicPayments property.
periodicPayments(PeriodicPayments) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
Sets the periodic schedule of payments.
periodicPayments() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
The meta-property for the periodicPayments property.
PeriodicPayments - Class in com.opengamma.strata.product.credit
Specifies a periodic schedule of fixed amounts
PeriodicPayments.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for PeriodicPayments.
PeriodicPayments.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for PeriodicPayments.
PeriodicSchedule - Class in com.opengamma.strata.basics.schedule
Definition of a periodic schedule.
periodicSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the accrual schedule.
periodicSchedule() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the periodicSchedule property.
PeriodicSchedule.Builder - Class in com.opengamma.strata.basics.schedule
The bean-builder for PeriodicSchedule.
PeriodicSchedule.Meta - Class in com.opengamma.strata.basics.schedule
The meta-bean for PeriodicSchedule.
periodIndex(Integer) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
Sets the index of the schedule period boundary at which the change occurs.
periodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
The meta-property for the periodIndex property.
periodRate(LocalDate, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
periodRate(LocalDate, LocalDate) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Gets the historic or forward rate at the specified fixing period.
periodRatePointSensitivity(LocalDate, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
periodRatePointSensitivity(LocalDate, LocalDate) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Calculates the point sensitivity of the historic or forward rate at the specified fixing period.
periods(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
Sets the schedule periods.
periods(SchedulePeriod...) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
Sets the periods property in the builder from an array of objects.
periods() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
The meta-property for the periods property.
periodToEnd(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
Sets the period between the spot value date and the end date.
periodToEnd() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
The meta-property for the periodToEnd property.
periodToFar(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
Sets the period between the spot value date and the far date.
periodToFar() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
The meta-property for the periodToFar property.
periodToNear(Period) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
Sets the period between the spot value date and the near date.
periodToNear() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
The meta-property for the periodToNear property.
periodToStart(Period) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
Sets the period between the spot value date and the start date.
periodToStart() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
The meta-property for the periodToStart property.
perturbation(ScenarioPerturbation<T>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
Sets perturbation that should be applied to market data as part of a scenario.
perturbation() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
The meta-property for the perturbation property.
Perturbation<T> - Interface in com.opengamma.strata.market
Describes a perturbation applied to a single piece of data as part of a scenario.
PerturbationMapping<T> - Class in com.opengamma.strata.calc.marketdata.scenario
Contains a market data perturbation and a filter that decides what market data it applies to.
PerturbationMapping.Builder<T> - Class in com.opengamma.strata.calc.marketdata.scenario
The bean-builder for PerturbationMapping.
PerturbationMapping.Meta<T> - Class in com.opengamma.strata.calc.marketdata.scenario
The meta-bean for PerturbationMapping.
PHP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'PHP' - Philippine Peso.
physicalPricer() - Method in class com.opengamma.strata.function.calculation.swaption.AbstractSwaptionFunction
Returns the physical swaption pricer.
PhysicalSettlement - Class in com.opengamma.strata.product.swaption
Defines the settlement type and settlement method of swaptions.
PhysicalSettlement.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for PhysicalSettlement.
PhysicalSettlement.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for PhysicalSettlement.
PKR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'PKR' - Pakistani Rupee.
PL - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'PL' = Poland.
PLN - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'PLN' - Polish Zloty.
plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the specified amount added.
plus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the specified amount added.
plus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount added.
plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount added.
plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount added.
plus(double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with the specified amount added to each value.
plus(DoubleArray) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance where each element is the sum of the matching values in this array and the other array.
plus(DoubleMatrix) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance where each element is the sum of the matching values in this array and the other matrix.
PointSensitivities - Class in com.opengamma.strata.market.sensitivity
A collection of point sensitivities.
PointSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for PointSensitivities.
PointSensitivity - Interface in com.opengamma.strata.market.sensitivity
Point sensitivity.
PointSensitivityBuilder - Interface in com.opengamma.strata.market.sensitivity
Builder used to create point sensitivities.
positive() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with a positive amount.
PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'Preceding' convention which adjusts to the previous business day.
predicate(CheckedPredicate<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Predicate interface.
premium(Payment) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
Sets the optional premium of the product.
premium() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
The meta-property for the premium property.
premium(CurrencyAmount) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
Sets the premium paid for the trade.
premium() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
Sets the premium of the FX option.
premium() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
The meta-property for the premium property.
premium(Payment) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
Sets the premium of the swaption.
premium() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
The meta-property for the premium property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the premiumStyle property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the style of the option premium.
premiumStyle() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the premiumStyle property.
PRESENT_VALUE - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the present value of the calculation target.
PRESENT_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The present value.
presentValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
The meta-property for the presentValue property.
presentValue(BondFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.bond.AbstractBondFutureTradePricer
Calculates the present value of the bond future trade from the current price.
presentValue(BondFutureOptionTrade, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Calculates the present value of the bond future option trade from the underlying future price.
presentValue(BondFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
Calculates the present value of the bond future option trade from the current option price.
presentValue(BondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
Calculates the present value of the bond future option trade.
presentValue(BondFutureTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the present value of the bond future trade.
presentValue(FixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the present value of the fixed coupon bond product.
presentValue(FixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the present value of the fixed coupon bond trade.
presentValue(ExpandedCds, NodalCurve, NodalCurve, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the present value of the expanded CDS product.
presentValue(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the present value of the expanded CDS product.
presentValue(IborFixingDepositProduct, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Calculates the present value of the Ibor fixing deposit product.
presentValue(IborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Calculates the present value of the Ibor fixing deposit trade.
presentValue(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Calculates the present value by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
presentValue(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Computes the present value of the payment by discounting.
presentValue(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Computes the present value of the payment with z-spread by discounting.
presentValue(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Computes the present value of the payment by discounting.
presentValue(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the present value of the FRA product.
presentValue(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the present value of the FRA trade.
presentValue(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the present value of the foreign exchange vanilla option product.
presentValue(FxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
Calculates the present value of the foreign exchange vanilla option trade.
presentValue(FxNdfProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Calculates the present value of the NDF product.
presentValue(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Computes the present value of the FX product by discounting each payment in its own currency.
presentValue(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the present value of the FX swap product.
presentValue(IborFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer
Calculates the present value of the Ibor future trade from the current price.
presentValue(IborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Calculates the present value of the Ibor future trade.
presentValue(IborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider, double) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the present value of the Ibor future trade.
presentValue(IborFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
Calculates the present value of the Ibor future option trade from the current option price.
presentValue(IborFutureOptionTrade, RatesProvider, IborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
Calculates the present value of the Ibor future option trade.
presentValue(IborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider, double, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Calculates the present value of the Ibor future option trade from the underlying future price.
presentValue(DeliverableSwapFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.swap.AbstractDeliverableSwapFutureTradePricer
Calculates the present value of the deliverable swap futures trade from the current price.
presentValue(DeliverableSwapFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
Calculates the present value of the deliverable swap futures trade.
presentValue(SwapLeg, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the present value of the swap leg, converted to the specified currency.
presentValue(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the present value of the swap leg.
presentValue(SwapProduct, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the present value of the swap product, converted to the specified currency.
presentValue(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the present value of the swap product.
presentValue(SwapTrade, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the present value of the swap trade, converted to the specified currency.
presentValue(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the present value of the swap trade.
presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
Calculates the present value of a single payment event.
presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Calculates the present value of a single payment period.
presentValue(SwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
Calculates the present value of the swaption trade.
presentValue(SwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
Calculates the present value of the swaption trade.
presentValue(SwaptionProduct, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
Calculates the present value of the swaption product.
presentValue(SwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
Calculates the present value of the swaption trade.
presentValue(SwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
Calculates the present value of the swaption trade.
presentValue(SwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
Calculates the present value of the swaption trade.
presentValue(SwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
Calculates the present value of the swaption trade.
presentValue(SwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
Calculates the present value of the swaption trade.
presentValue(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the present value of the swaption.
presentValue(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Calculates the present value of the swaption.
presentValueDelta(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the present value delta of the foreign exchange vanilla option product.
presentValueDelta(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the present value delta of the swaption.
presentValueDelta(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Calculates the present value delta of the swaption.
presentValueFromCleanPrice(FixedCouponBondTrade, LegalEntityDiscountingProvider, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the present value of the fixed coupon bond trade from the clean price of the underlying product.
presentValueFromCleanPriceWithZSpread(FixedCouponBondTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the present value of the fixed coupon bond trade with z-spread from the clean price of the underlying product.
presentValueGamma(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the present value delta of the foreign exchange vanilla option product.
presentValueGamma(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the present value gamma of the swaption.
presentValueGamma(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Calculates the present value gamma of the swaption.
presentValueSensitivity(BondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
Calculates the present value sensitivity of the bond future option trade.
presentValueSensitivity(BondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the present value sensitivity of the bond future trade.
presentValueSensitivity(FixedCouponBond, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the present value sensitivity of the fixed coupon bond product.
presentValueSensitivity(FixedCouponBondTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the present value sensitivity of the fixed coupon bond trade.
presentValueSensitivity(IborFixingDepositProduct, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositProductPricer
Calculates the present value sensitivity of the Ibor fixing product.
presentValueSensitivity(IborFixingDepositTrade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingIborFixingDepositTradePricer
Calculates the present value sensitivity of the Ibor fixing deposit trade.
presentValueSensitivity(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.deposit.DiscountingTermDepositProductPricer
Calculates the present value sensitivity by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
presentValueSensitivity(Payment, DiscountFactors) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Compute the present value curve sensitivity of the payment.
presentValueSensitivity(Payment, DiscountFactors, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Compute the present value curve sensitivity of the payment with z-spread.
presentValueSensitivity(Payment, BaseProvider) - Method in class com.opengamma.strata.pricer.DiscountingPaymentPricer
Compute the present value curve sensitivity of the payment.
presentValueSensitivity(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraProductPricer
Calculates the present value sensitivity of the FRA product.
presentValueSensitivity(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.fra.DiscountingFraTradePricer
Calculates the present value sensitivity of the FRA trade.
presentValueSensitivity(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the present value sensitivity of the foreign exchange vanilla option product.
presentValueSensitivity(FxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
Calculates the present value sensitivity of the foreign exchange vanilla option trade.
presentValueSensitivity(FxNdfProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNdfProductPricer
Calculates the present value curve sensitivity of the NDF product.
presentValueSensitivity(FxSingleProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSingleProductPricer
Compute the present value curve sensitivity of the FX product.
presentValueSensitivity(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the present value sensitivity of the FX swap product.
presentValueSensitivity(IborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Calculates the present value sensitivity of the Ibor future trade.
presentValueSensitivity(IborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the present value sensitivity of the Ibor future trade.
presentValueSensitivity(IborFutureOptionTrade, RatesProvider, IborFutureProvider) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
Calculates the present value sensitivity of the Ibor future option trade.
presentValueSensitivity(DeliverableSwapFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
Calculates the present value sensitivity of the deliverable swap futures trade.
presentValueSensitivity(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the present value sensitivity of the swap leg.
presentValueSensitivity(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the present value sensitivity of the swap product.
presentValueSensitivity(SwapProduct, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapProductPricer
Calculates the present value sensitivity of the swap product converted in a given currency.
presentValueSensitivity(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapTradePricer
Calculates the present value sensitivity of the swap trade.
presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentEventPricer
Calculates the present value sensitivity of a single payment event.
presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Calculates the present value sensitivity of a single payment period.
presentValueSensitivity(SwaptionProduct, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
Calculates the present value sensitivity of the swaption product.
presentValueSensitivity(SwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
Calculates the present value sensitivity of the swaption product.
presentValueSensitivity(SwaptionProduct, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
Calculates the present value sensitivity of the swaption product.
presentValueSensitivity(SwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
Calculates the present value sensitivity of the swaption trade.
presentValueSensitivity(SwaptionProduct, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
Calculates the present value sensitivity of the swaption product.
presentValueSensitivity(SwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
Calculates the present value sensitivity of the swaption product.
presentValueSensitivityBlackVolatility(BondFutureOptionTrade, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Computes the present value sensitivity to the Black volatility used in the pricing.
presentValueSensitivityBlackVolatility(BondFutureOptionTrade, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedTradePricer
Computes the present value sensitivity to the Black volatility used in the pricing based on the price of the underlying future.
presentValueSensitivityBlackVolatility(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Computes the present value sensitivity to the black volatility used in the pricing.
presentValueSensitivityBlackVolatility(FxVanillaOptionTrade, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionTradePricer
Computes the present value sensitivity to the black volatility used in the pricing.
presentValueSensitivityHullWhiteParameter(IborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.
presentValueSensitivityHullWhiteParameter(SwaptionProduct, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalProductPricer
Calculates the present value sensitivity to piecewise constant volatility parameters of the Hull-White model.
presentValueSensitivityHullWhiteParameter(SwaptionTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.swaption.HullWhiteSwaptionPhysicalTradePricer
Calculates the present value sensitivity piecewise constant volatility parameters of the Hull-White model.
presentValueSensitivityNormalVolatility(IborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Computes the present value sensitivity to the normal volatility used in the pricing.
presentValueSensitivityNormalVolatility(IborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedTradePricer
Computes the present value sensitivity to the normal volatility used in the pricing based on the price of the underlying future.
presentValueSensitivitySabrParameter(SwaptionProduct, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
Calculates the present value sensitivity to the SABR model parameters of the swaption product.
presentValueSensitivitySabrParameter(SwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
Calculates the present value sensitivity to the SABR model parameters of the swaption trade.
presentValueSensitivitySabrParameter(SwaptionProduct, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
Calculates the present value sensitivity to the SABR model parameters of the swaption product.
presentValueSensitivitySabrParameter(SwaptionTrade, RatesProvider, SabrSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
Calculates the present value sensitivity to the SABR model parameters of the swaption trade.
presentValueSensitivityStickyStrike(SwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
Calculates the present value sensitivity of the swaption trade.
presentValueSensitivityStickyStrike(SwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
Calculates the present value sensitivity of the swaption trade.
presentValueSensitivityStickyStrike(SwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
Calculates the present value sensitivity of the swaption trade.
presentValueSensitivityStickyStrike(SwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
Calculates the present value sensitivity of the swaption trade.
presentValueSensitivityStickyStrike(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the present value sensitivity of the swaption.
presentValueSensitivityStickyStrike(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Calculates the present value sensitivity of the swaption.
presentValueSensitivityVolatility(SwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionCashParYieldTradePricer
Calculates the present value sensitivity to the implied volatility of the swaption trade.
presentValueSensitivityVolatility(SwaptionTrade, RatesProvider, BlackSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionPhysicalTradePricer
Calculates the present value sensitivity to the implied volatility of the swaption trade.
presentValueSensitivityVolatility(SwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionCashParYieldTradePricer
Calculates the present value sensitivity to the implied volatility of the swaption trade.
presentValueSensitivityVolatility(SwaptionTrade, RatesProvider, NormalSwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionPhysicalTradePricer
Calculates the present value sensitivity to the implied volatility of the swaption trade.
presentValueSensitivityVolatility(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the present value sensitivity to the implied volatility of the swaption.
presentValueSensitivityVolatility(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Calculates the present value sensitivity to the implied volatility of the swaption.
presentValueSensitivityWithZSpread(BondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the present value sensitivity of the bond future trade with z-spread.
presentValueSensitivityWithZSpread(FixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the present value sensitivity of the fixed coupon bond with z-spread.
presentValueSensitivityWithZSpread(FixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the present value sensitivity of the fixed coupon bond trade with z-spread.
presentValueTheta(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the present value theta of the foreign exchange vanilla option product.
presentValueTheta(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Calculates the present value of the swaption.
presentValueTheta(SwaptionProduct, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Calculates the present value of the swaption.
presentValueVega(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the present value vega of the foreign exchange vanilla option product.
presentValueWithZSpread(BondFutureTrade, LegalEntityDiscountingProvider, double, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the present value of the bond future trade with z-spread.
presentValueWithZSpread(FixedCouponBond, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the present value of the fixed coupon bond product with z-spread.
presentValueWithZSpread(FixedCouponBondTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondTradePricer
Calculates the present value of the fixed coupon bond trade with z-spread.
previous(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the previous business day, always returning an earlier date.
previous(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
previous(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Calculates the previous date in the sequence after the input date.
previousOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the previous business day, returning the input date if it is a business day.
price(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Calculates the price.
price(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the price of the bond future option product.
price(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the price of the bond future option product based on the price of the underlying future.
price(BondFutureOptionTrade, LegalEntityDiscountingProvider, BondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BondFutureOptionMarginedTradePricer
Calculates the price of the bond future option trade.
price(BondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
Calculates the price of the bond future product.
price(BondFutureTrade, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the price of the bond future trade.
price(LocalDate, ExpandedCds, NodalCurve, NodalCurve, double, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
Calculate present value on the specified valuation date.
price(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the price of the foreign exchange vanilla option product.
price(IborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
Calculates the price of the Ibor future product.
price(IborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureTradePricer
Calculates the price of the Ibor future trade.
price(IborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Calculates the price of the Ibor future product.
price(IborFutureTrade, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureTradePricer
Calculates the price of the Ibor future trade.
price(IborFutureOptionTrade, RatesProvider, IborFutureProvider) - Method in class com.opengamma.strata.pricer.index.IborFutureOptionMarginedTradePricer
Calculates the price of the Ibor future option trade.
price(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the price of the Ibor future option product.
price(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the price of the Ibor future option product based on the price of the underlying future.
price(DeliverableSwapFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer
Calculates the price of the deliverable swap futures product.
price(DeliverableSwapFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureTradePricer
Calculates the price of the underlying deliverable swap futures product.
price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
price(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
PRICE_INDEX - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a price index, as used for inflation products - 'PriceIndex'.
priceDelta(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Calculates the price delta.
priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
priceDelta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
priceGamma(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Calculates the price gamma.
priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
priceGamma(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
PriceIndex - Interface in com.opengamma.strata.basics.index
An index of prices.
PriceIndexCurveId - Class in com.opengamma.strata.market.id
A market data ID identifying the forward curve for a PriceIndex.
PriceIndexCurveId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for PriceIndexCurveId.
PriceIndexCurveKey - Class in com.opengamma.strata.market.key
Market data key identifying the forward curve for a PriceIndex.
PriceIndexCurveKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for PriceIndexCurveKey.
priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.function.marketdata.MarketDataRatesProvider
 
PriceIndexValues - Interface in com.opengamma.strata.market.view
Provides access to the values of a price index.
priceIndexValues() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the priceIndexValues property.
priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
priceIndexValues(PriceIndexValues...) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds price index values to the provider.
priceIndexValues(Map<? extends PriceIndex, ? extends PriceIndexValues>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds price index values to the provider.
priceIndexValues(PriceIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the values for an Price index.
PriceIndices - Class in com.opengamma.strata.basics.index
Constants and implementations for standard price indices.
pricer() - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
Returns the pricer.
pricer() - Method in class com.opengamma.strata.function.calculation.deposit.AbstractTermDepositFunction
Returns the pricer.
pricer() - Method in class com.opengamma.strata.function.calculation.fra.AbstractFraFunction
Returns the pricer.
pricer() - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxNdfFunction
Returns the pricer.
pricer() - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSingleFunction
Returns the pricer.
pricer() - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSwapFunction
Returns the pricer.
pricer() - Method in class com.opengamma.strata.function.calculation.index.AbstractIborFutureFunction
Returns the pricer.
pricer() - Method in class com.opengamma.strata.function.calculation.payment.AbstractBulletPaymentFunction
Returns the pricer.
pricer() - Method in class com.opengamma.strata.function.calculation.swap.AbstractDeliverableSwapFutureFunction
Returns the pricer.
pricer() - Method in class com.opengamma.strata.function.calculation.swap.AbstractSwapFunction
Returns the pricer.
prices(String) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
prices(CurveName) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
prices(CurveName, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing monthly prices, typically used in inflation.
priceSensitivity(BondFuture, LegalEntityDiscountingProvider) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
Calculates the price sensitivity of the bond future product.
priceSensitivity(IborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.index.DiscountingIborFutureProductPricer
Calculates the price sensitivity of the Ibor future product.
priceSensitivity(IborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Calculates the price sensitivity of the Ibor future product.
priceSensitivity(DeliverableSwapFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingDeliverableSwapFutureProductPricer
Calculates the price sensitivity of the deliverable swap futures product.
priceSensitivityBlackVolatility(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option.
priceSensitivityBlackVolatility(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the price sensitivity to the Black volatility used for the pricing of the bond future option based on the price of the underlying future.
priceSensitivityHullWhiteParameter(IborFuture, RatesProvider, HullWhiteOneFactorPiecewiseConstantParametersProvider) - Method in class com.opengamma.strata.pricer.index.HullWhiteIborFutureProductPricer
Calculates the price sensitivity to piecewise constant volatility parameters of the Hull-White model.
priceSensitivityNormalVolatility(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option.
priceSensitivityNormalVolatility(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option based on the price of the underlying future.
priceSensitivityStickyStrike(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the price sensitivity of the bond future option product based on curves.
priceSensitivityStickyStrike(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the price sensitivity of the bond future option product based on the price of the underlying future.
priceSensitivityStickyStrike(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the price sensitivity of the Ibor future option product based on curves.
priceSensitivityStickyStrike(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.index.NormalIborFutureOptionMarginedProductPricer
Calculates the price sensitivity of the Ibor future option product based on the price of the underlying future.
priceSensitivityWithZSpread(BondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
Calculates the price sensitivity of the bond future product with z-spread.
priceTheta(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Calculates the price theta.
priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
priceTheta(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
priceVega(double, double, PutCall, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Calculates the price vega.
priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
priceVega(double, double, PutCall, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
priceWithZSpread(BondFuture, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureProductPricer
Calculates the price of the bond future product with z-spread.
priceWithZSpread(BondFutureTrade, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingBondFutureTradePricer
Calculates the price of the bond future trade with z-spread.
PricingException - Exception in com.opengamma.strata.pricer
Exception thrown when pricing fails.
PricingException(String) - Constructor for exception com.opengamma.strata.pricer.PricingException
Creates an instance based on a message.
PricingException(String, Throwable) - Constructor for exception com.opengamma.strata.pricer.PricingException
Creates an instance based on a message and cause.
PricingRule<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing
Single pricing rule that specifies the function group and parameters that should be used to calculate the value of a measure for a target.
PricingRule.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing
The meta-bean for PricingRule.
PricingRuleBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.calc.config.pricing
Mutable builder for building instances of PricingRule.
pricingRules(PricingRules) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
Sets the rules defining how calculations should be performed.
pricingRules() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
The meta-property for the pricingRules property.
pricingRules(PricingRules) - Method in class com.opengamma.strata.calc.Column.Builder
Sets the pricing rules that apply to this column in addition to the default rules.
pricingRules() - Method in class com.opengamma.strata.calc.Column.Meta
The meta-property for the pricingRules property.
PricingRules - Interface in com.opengamma.strata.calc.config.pricing
Pricing rules specify how a measure should be calculated for a target.
pricingRules() - Static method in class com.opengamma.strata.function.StandardComponents
Returns the standard pricing rules.
product(Cms) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
Sets the CMS product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
The meta-property for the product property.
product(Cds) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
Sets the credit default swap that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
The meta-property for the product property.
product(IborFixingDeposit) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
Sets the Ibor fixing deposit product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
The meta-property for the product property.
product(TermDeposit) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
Sets the term deposit product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
The meta-property for the product property.
product(Fra) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
Sets the FRA product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
The meta-property for the product property.
product(FxNdf) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
Sets the product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
The meta-property for the product property.
product(FxSingle) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
Sets the product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
The meta-property for the product property.
product(FxSwap) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
Sets the FX swap product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
The meta-property for the product property.
product(FxVanillaOption) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
Sets the FX option product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
The meta-property for the product property.
product(BulletPayment) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
Sets the product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
The meta-property for the product property.
Product - Interface in com.opengamma.strata.product
A financial product that can be traded.
product(Swap) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
Sets the swap product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
The meta-property for the product property.
product(Swaption) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
Sets the swaption product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
The meta-property for the product property.
product(P) - Method in class com.opengamma.strata.product.UnitSecurity.Builder
Sets the product that was agreed when the trade occurred.
product() - Method in class com.opengamma.strata.product.UnitSecurity.Meta
The meta-property for the product property.
PRODUCT_POLYNOMIAL - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
Product polynomial extrapolator.
productId(StandardId) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder
Sets the base product identifier.
productId() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta
The meta-property for the productId property.
productId(StandardId) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
Sets the base product identifier.
productId() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
The meta-property for the productId property.
ProductTrade<P extends Product> - Interface in com.opengamma.strata.product
A trade that is directly based on a product.
productType(Class<P>) - Method in class com.opengamma.strata.product.SecurityLink.Builder
Sets the type of the product.
productType() - Method in class com.opengamma.strata.product.SecurityLink.Meta
The meta-property for the productType property.
PropertiesFile - Class in com.opengamma.strata.collect.io
A properties file.
property(String) - Method in class com.opengamma.strata.basics.currency.FxRate
 
property(String) - Method in class com.opengamma.strata.basics.currency.FxRatesArray
 
property(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
 
property(String) - Method in class com.opengamma.strata.basics.currency.Payment
 
property(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate
 
property(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
 
property(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
 
property(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
property(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
 
property(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
 
property(String) - Method in class com.opengamma.strata.basics.index.FloatingRateName
 
property(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
property(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
property(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
property(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
property(String) - Method in class com.opengamma.strata.basics.market.FxRateId
 
property(String) - Method in class com.opengamma.strata.basics.market.FxRateKey
 
property(String) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
property(String) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
property(String) - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData
 
property(String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
property(String) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
 
property(String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
property(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
property(String) - Method in class com.opengamma.strata.basics.schedule.Schedule
 
property(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
property(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
property(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
property(String) - Method in class com.opengamma.strata.basics.value.ValueDerivatives
 
property(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
property(String) - Method in class com.opengamma.strata.basics.value.ValueStep
 
property(String) - Method in class com.opengamma.strata.calc.CalculationRules
 
property(String) - Method in class com.opengamma.strata.calc.Column
 
property(String) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule
 
property(String) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule
 
property(String) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
 
property(String) - Method in class com.opengamma.strata.calc.config.FunctionConfig
 
property(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
 
property(String) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
 
property(String) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
 
property(String) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
 
property(String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
 
property(String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
property(String) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
 
property(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
property(String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
 
property(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
 
property(String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
 
property(String) - Method in class com.opengamma.strata.calc.runner.CalculationResult
 
property(String) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
property(String) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
property(String) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
 
property(String) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
 
property(String) - Method in class com.opengamma.strata.calc.runner.MissingMappingId
 
property(String) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
 
property(String) - Method in class com.opengamma.strata.calc.runner.Results
 
property(String) - Method in class com.opengamma.strata.collect.array.DoubleArray
 
property(String) - Method in class com.opengamma.strata.collect.id.StandardId
 
property(String) - Method in class com.opengamma.strata.collect.id.StandardLink
 
property(String) - Method in class com.opengamma.strata.collect.io.XmlElement
 
property(String) - Method in class com.opengamma.strata.collect.range.LocalDateRange
 
property(String) - Method in class com.opengamma.strata.collect.result.Failure
 
property(String) - Method in class com.opengamma.strata.collect.result.FailureItem
 
property(String) - Method in class com.opengamma.strata.collect.result.Result
 
property(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
 
property(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
 
property(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
 
property(String) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
 
property(String) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
 
property(String) - Method in class com.opengamma.strata.collect.tuple.Pair
 
property(String) - Method in class com.opengamma.strata.collect.tuple.Triple
 
property(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
 
property(String) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
 
property(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
 
property(String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
 
property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
 
property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
 
property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
 
property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
 
property(String) - Method in class com.opengamma.strata.market.amount.CashFlow
 
property(String) - Method in class com.opengamma.strata.market.amount.CashFlows
 
property(String) - Method in class com.opengamma.strata.market.amount.LegAmounts
 
property(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
property(String) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
property(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveGroup
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveInputs
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveParameterSize
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
 
property(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
property(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
property(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
property(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
 
property(String) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
 
property(String) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
 
property(String) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
 
property(String) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
 
property(String) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
 
property(String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
 
property(String) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
 
property(String) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
 
property(String) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
property(String) - Method in class com.opengamma.strata.market.explain.ExplainMap
 
property(String) - Method in class com.opengamma.strata.market.id.CurveGroupId
 
property(String) - Method in class com.opengamma.strata.market.id.CurveInputsId
 
property(String) - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
property(String) - Method in class com.opengamma.strata.market.id.IborIndexCurveId
 
property(String) - Method in class com.opengamma.strata.market.id.IndexRateId
 
property(String) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
 
property(String) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
 
property(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
 
property(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
 
property(String) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
 
property(String) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
 
property(String) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
 
property(String) - Method in class com.opengamma.strata.market.id.QuoteId
 
property(String) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
 
property(String) - Method in class com.opengamma.strata.market.key.CurveGroupKey
 
property(String) - Method in class com.opengamma.strata.market.key.CurveInputsKey
 
property(String) - Method in class com.opengamma.strata.market.key.DiscountCurveKey
 
property(String) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
 
property(String) - Method in class com.opengamma.strata.market.key.IndexRateKey
 
property(String) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
 
property(String) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
 
property(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
 
property(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
 
property(String) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
 
property(String) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
 
property(String) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
 
property(String) - Method in class com.opengamma.strata.market.key.QuoteKey
 
property(String) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
 
property(String) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
 
property(String) - Method in class com.opengamma.strata.market.option.DeltaStrike
 
property(String) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
property(String) - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
property(String) - Method in class com.opengamma.strata.market.option.SimpleStrike
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
property(String) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
property(String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
property(String) - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
 
property(String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
property(String) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
 
property(String) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
 
property(String) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
 
property(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
 
property(String) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
 
property(String) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
 
property(String) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
 
property(String) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
property(String) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
property(String) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
property(String) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
property(String) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
property(String) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
 
property(String) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
 
property(String) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
property(String) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
property(String) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
property(String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
 
property(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
 
property(String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
 
property(String) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
 
property(String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
property(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
property(String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
 
property(String) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
property(String) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
property(String) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
property(String) - Method in class com.opengamma.strata.product.bond.BondFuture
 
property(String) - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
property(String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
property(String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
property(String) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
 
property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
property(String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
property(String) - Method in class com.opengamma.strata.product.cms.Cms
 
property(String) - Method in class com.opengamma.strata.product.cms.CmsLeg
 
property(String) - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
property(String) - Method in class com.opengamma.strata.product.cms.CmsTrade
 
property(String) - Method in class com.opengamma.strata.product.cms.ExpandedCms
 
property(String) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg
 
property(String) - Method in class com.opengamma.strata.product.credit.Cds
 
property(String) - Method in class com.opengamma.strata.product.credit.CdsTrade
 
property(String) - Method in class com.opengamma.strata.product.credit.ExpandedCds
 
property(String) - Method in class com.opengamma.strata.product.credit.FeeLeg
 
property(String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
 
property(String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments
 
property(String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
 
property(String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
property(String) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
 
property(String) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
 
property(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
property(String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
property(String) - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
property(String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
property(String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
property(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
property(String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
property(String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
property(String) - Method in class com.opengamma.strata.product.equity.Equity
 
property(String) - Method in class com.opengamma.strata.product.equity.EquityTrade
 
property(String) - Method in class com.opengamma.strata.product.fra.ExpandedFra
 
property(String) - Method in class com.opengamma.strata.product.fra.Fra
 
property(String) - Method in class com.opengamma.strata.product.fra.FraTrade
 
property(String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
property(String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
property(String) - Method in class com.opengamma.strata.product.future.GenericFuture
 
property(String) - Method in class com.opengamma.strata.product.future.GenericFutureOption
 
property(String) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
 
property(String) - Method in class com.opengamma.strata.product.future.GenericFutureTrade
 
property(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
 
property(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
 
property(String) - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap
 
property(String) - Method in class com.opengamma.strata.product.fx.FxNdf
 
property(String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
property(String) - Method in class com.opengamma.strata.product.fx.FxSingle
 
property(String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
property(String) - Method in class com.opengamma.strata.product.fx.FxSwap
 
property(String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
property(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption
 
property(String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
 
property(String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
property(String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
property(String) - Method in class com.opengamma.strata.product.index.IborFuture
 
property(String) - Method in class com.opengamma.strata.product.index.IborFutureOption
 
property(String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
property(String) - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
property(String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
 
property(String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
property(String) - Method in class com.opengamma.strata.product.payment.BulletPayment
 
property(String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
property(String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation
 
property(String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
property(String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
 
property(String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
 
property(String) - Method in class com.opengamma.strata.product.rate.IborRateObservation
 
property(String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
 
property(String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
 
property(String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
 
property(String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
 
property(String) - Method in class com.opengamma.strata.product.SecurityLink
 
property(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
 
property(String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
 
property(String) - Method in class com.opengamma.strata.product.swap.ExpandedSwap
 
property(String) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
 
property(String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
property(String) - Method in class com.opengamma.strata.product.swap.FxReset
 
property(String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
property(String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
property(String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
property(String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
 
property(String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
property(String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
property(String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
property(String) - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
property(String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
property(String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
property(String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
property(String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
property(String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
property(String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
property(String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
property(String) - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
property(String) - Method in class com.opengamma.strata.product.swap.StubCalculation
 
property(String) - Method in class com.opengamma.strata.product.swap.Swap
 
property(String) - Method in class com.opengamma.strata.product.swap.SwapTrade
 
property(String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
property(String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
property(String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
property(String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
property(String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
property(String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
property(String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
property(String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
property(String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
property(String) - Method in class com.opengamma.strata.product.swaption.CashSettlement
 
property(String) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
 
property(String) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
 
property(String) - Method in class com.opengamma.strata.product.swaption.Swaption
 
property(String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
property(String) - Method in class com.opengamma.strata.product.TradeInfo
 
property(String) - Method in class com.opengamma.strata.product.UnitSecurity
 
property(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
property(String) - Method in class com.opengamma.strata.report.framework.format.FormatSettings
 
property(String) - Method in class com.opengamma.strata.report.ReportCalculationResults
 
property(String) - Method in class com.opengamma.strata.report.ReportRequirements
 
property(String) - Method in class com.opengamma.strata.report.trade.TradeReport
 
property(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
property(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.Column.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.calc.runner.Results.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.id.StandardId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.QuoteId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ExpandedCms.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.equity.Equity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.future.GenericFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.SecurityLink.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.product.UnitSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
propertyNames() - Method in class com.opengamma.strata.basics.currency.FxRate
 
propertyNames() - Method in class com.opengamma.strata.basics.currency.FxRatesArray
 
propertyNames() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
 
propertyNames() - Method in class com.opengamma.strata.basics.currency.Payment
 
propertyNames() - Method in class com.opengamma.strata.basics.date.AdjustableDate
 
propertyNames() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
 
propertyNames() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
 
propertyNames() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
propertyNames() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
 
propertyNames() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
 
propertyNames() - Method in class com.opengamma.strata.basics.index.FloatingRateName
 
propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
propertyNames() - Method in class com.opengamma.strata.basics.market.FxRateId
 
propertyNames() - Method in class com.opengamma.strata.basics.market.FxRateKey
 
propertyNames() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
propertyNames() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
propertyNames() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData
 
propertyNames() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
propertyNames() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
 
propertyNames() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
propertyNames() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
propertyNames() - Method in class com.opengamma.strata.basics.schedule.Schedule
 
propertyNames() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
propertyNames() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
propertyNames() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
propertyNames() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
 
propertyNames() - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
propertyNames() - Method in class com.opengamma.strata.basics.value.ValueStep
 
propertyNames() - Method in class com.opengamma.strata.calc.CalculationRules
 
propertyNames() - Method in class com.opengamma.strata.calc.Column
 
propertyNames() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule
 
propertyNames() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule
 
propertyNames() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
 
propertyNames() - Method in class com.opengamma.strata.calc.config.FunctionConfig
 
propertyNames() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
 
propertyNames() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
 
propertyNames() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
 
propertyNames() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
 
propertyNames() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
 
propertyNames() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
propertyNames() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
 
propertyNames() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
propertyNames() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
 
propertyNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
 
propertyNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
 
propertyNames() - Method in class com.opengamma.strata.calc.runner.CalculationResult
 
propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
 
propertyNames() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
 
propertyNames() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
 
propertyNames() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
 
propertyNames() - Method in class com.opengamma.strata.calc.runner.Results
 
propertyNames() - Method in class com.opengamma.strata.collect.array.DoubleArray
 
propertyNames() - Method in class com.opengamma.strata.collect.id.StandardId
 
propertyNames() - Method in class com.opengamma.strata.collect.id.StandardLink
 
propertyNames() - Method in class com.opengamma.strata.collect.io.XmlElement
 
propertyNames() - Method in class com.opengamma.strata.collect.range.LocalDateRange
 
propertyNames() - Method in class com.opengamma.strata.collect.result.Failure
 
propertyNames() - Method in class com.opengamma.strata.collect.result.FailureItem
 
propertyNames() - Method in class com.opengamma.strata.collect.result.Result
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.Pair
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.Triple
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
 
propertyNames() - Method in class com.opengamma.strata.market.amount.CashFlow
 
propertyNames() - Method in class com.opengamma.strata.market.amount.CashFlows
 
propertyNames() - Method in class com.opengamma.strata.market.amount.LegAmounts
 
propertyNames() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
propertyNames() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
propertyNames() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroup
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveInputs
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
propertyNames() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
propertyNames() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
 
propertyNames() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
 
propertyNames() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
 
propertyNames() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
 
propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
 
propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
 
propertyNames() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
propertyNames() - Method in class com.opengamma.strata.market.explain.ExplainMap
 
propertyNames() - Method in class com.opengamma.strata.market.id.CurveGroupId
 
propertyNames() - Method in class com.opengamma.strata.market.id.CurveInputsId
 
propertyNames() - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
propertyNames() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
 
propertyNames() - Method in class com.opengamma.strata.market.id.IndexRateId
 
propertyNames() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
 
propertyNames() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
 
propertyNames() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
 
propertyNames() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
 
propertyNames() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
 
propertyNames() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
 
propertyNames() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
 
propertyNames() - Method in class com.opengamma.strata.market.id.QuoteId
 
propertyNames() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
 
propertyNames() - Method in class com.opengamma.strata.market.key.CurveGroupKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.CurveInputsKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IndexRateKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.QuoteKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
 
propertyNames() - Method in class com.opengamma.strata.market.option.DeltaStrike
 
propertyNames() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
propertyNames() - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
propertyNames() - Method in class com.opengamma.strata.market.option.SimpleStrike
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
propertyNames() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
propertyNames() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
 
propertyNames() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
 
propertyNames() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
 
propertyNames() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
propertyNames() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
propertyNames() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
propertyNames() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
propertyNames() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
propertyNames() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
 
propertyNames() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
 
propertyNames() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
propertyNames() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
propertyNames() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
propertyNames() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
 
propertyNames() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
 
propertyNames() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
 
propertyNames() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
 
propertyNames() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
propertyNames() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
propertyNames() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
 
propertyNames() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
propertyNames() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
propertyNames() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
propertyNames() - Method in class com.opengamma.strata.product.bond.BondFuture
 
propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
propertyNames() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
propertyNames() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
 
propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
propertyNames() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
propertyNames() - Method in class com.opengamma.strata.product.cms.Cms
 
propertyNames() - Method in class com.opengamma.strata.product.cms.CmsLeg
 
propertyNames() - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
propertyNames() - Method in class com.opengamma.strata.product.cms.CmsTrade
 
propertyNames() - Method in class com.opengamma.strata.product.cms.ExpandedCms
 
propertyNames() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg
 
propertyNames() - Method in class com.opengamma.strata.product.credit.Cds
 
propertyNames() - Method in class com.opengamma.strata.product.credit.CdsTrade
 
propertyNames() - Method in class com.opengamma.strata.product.credit.ExpandedCds
 
propertyNames() - Method in class com.opengamma.strata.product.credit.FeeLeg
 
propertyNames() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
 
propertyNames() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
 
propertyNames() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
 
propertyNames() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
propertyNames() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.equity.Equity
 
propertyNames() - Method in class com.opengamma.strata.product.equity.EquityTrade
 
propertyNames() - Method in class com.opengamma.strata.product.fra.ExpandedFra
 
propertyNames() - Method in class com.opengamma.strata.product.fra.Fra
 
propertyNames() - Method in class com.opengamma.strata.product.fra.FraTrade
 
propertyNames() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
propertyNames() - Method in class com.opengamma.strata.product.future.GenericFuture
 
propertyNames() - Method in class com.opengamma.strata.product.future.GenericFutureOption
 
propertyNames() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
 
propertyNames() - Method in class com.opengamma.strata.product.future.GenericFutureTrade
 
propertyNames() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
 
propertyNames() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
 
propertyNames() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap
 
propertyNames() - Method in class com.opengamma.strata.product.fx.FxNdf
 
propertyNames() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
propertyNames() - Method in class com.opengamma.strata.product.fx.FxSingle
 
propertyNames() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
propertyNames() - Method in class com.opengamma.strata.product.fx.FxSwap
 
propertyNames() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
propertyNames() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
 
propertyNames() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
 
propertyNames() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
propertyNames() - Method in class com.opengamma.strata.product.index.IborFuture
 
propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureOption
 
propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
propertyNames() - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
propertyNames() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
propertyNames() - Method in class com.opengamma.strata.product.payment.BulletPayment
 
propertyNames() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
propertyNames() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
propertyNames() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.product.rate.IborRateObservation
 
propertyNames() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
 
propertyNames() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.product.SecurityLink
 
propertyNames() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
 
propertyNames() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
 
propertyNames() - Method in class com.opengamma.strata.product.swap.ExpandedSwap
 
propertyNames() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
 
propertyNames() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
propertyNames() - Method in class com.opengamma.strata.product.swap.FxReset
 
propertyNames() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
propertyNames() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
propertyNames() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
propertyNames() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
 
propertyNames() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
propertyNames() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
propertyNames() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
propertyNames() - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
propertyNames() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
propertyNames() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
propertyNames() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
propertyNames() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
propertyNames() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
propertyNames() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
propertyNames() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
propertyNames() - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
propertyNames() - Method in class com.opengamma.strata.product.swap.StubCalculation
 
propertyNames() - Method in class com.opengamma.strata.product.swap.Swap
 
propertyNames() - Method in class com.opengamma.strata.product.swap.SwapTrade
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
propertyNames() - Method in class com.opengamma.strata.product.swaption.CashSettlement
 
propertyNames() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
 
propertyNames() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
 
propertyNames() - Method in class com.opengamma.strata.product.swaption.Swaption
 
propertyNames() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
propertyNames() - Method in class com.opengamma.strata.product.TradeInfo
 
propertyNames() - Method in class com.opengamma.strata.product.UnitSecurity
 
propertyNames() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
propertyNames() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
 
propertyNames() - Method in class com.opengamma.strata.report.ReportCalculationResults
 
propertyNames() - Method in class com.opengamma.strata.report.ReportRequirements
 
propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReport
 
propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.Payment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.CalculationRules.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.Column.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.FunctionConfig.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.MissingMappingId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.calc.runner.Results.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.id.StandardId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
 
PropertySet - Class in com.opengamma.strata.collect.io
A map of key-value properties.
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveInputs.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveParameterSize.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.CurveInputsId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IborIndexCurveId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.PriceIndexCurveId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.QuoteId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.CurveGroupKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.CurveInputsKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IborIndexCurveKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.Cms.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ExpandedCms.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.Cds.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.equity.Equity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.Fra.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.future.GenericFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingle.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.SecurityLink.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxReset.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.StubCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.Swap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.TradeInfo.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.product.UnitSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.framework.format.FormatSettings.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
PT - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'PT' - Portugal.
publicationDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the number of days to add to the fixing date to obtain the publication date.
publicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the publicationDateOffset property.
publicationFrequency(Frequency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
Sets the publication frequency of the index.
publicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
The meta-property for the publicationFrequency property.
put(LocalDate, double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts the specified date/value point into this builder.
put(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts the specified date/value point into this builder.
put(ExplainKey<R>, R) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Puts a single value into the map.
putAll(Collection<LocalDate>, Collection<Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts all the specified dates and values into this builder.
putAll(Stream<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts all the specified points into this builder.
putAll(List<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts all the specified points into this builder.
putAll(LocalDateDoubleTimeSeriesBuilder) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts the contents of the specified builder into this builder.
putAll(Map<LocalDate, Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts all the entries from the supplied map into this builder.
PutCall - Enum in com.opengamma.strata.basics
Flag indicating whether a trade is "put" or "call".
putCall(PutCall) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets whether the option is put or call.
putCall() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the putCall property.
PV01 - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the PV01 of the calculation target.
pvbp(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Computes the Present Value of a Basis Point for a swap leg.
pvbp(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Calculates the present value of a basis point of a period.
pvbpSensitivity(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.swap.DiscountingSwapLegPricer
Calculates the Present Value of a Basis Point curve sensitivity for a fixed swap leg.
pvbpSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.swap.PaymentPeriodPricer
Calculates the present value of a basis point sensitivity of a single payment period.

Q

QUADRATIC_LEFT - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
Quadratic left extrapolator.
quantity(long) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
Sets the quantity, indicating the number of option contracts in the trade.
quantity() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
Sets the quantity, indicating the number of contracts in the trade.
quantity() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
Sets the quantity, indicating the number of bond contracts in the trade.
quantity() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
Sets the quantity of the equity that has been traded.
quantity() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder
Sets the quantity, indicating the number of contracts in the trade.
quantity() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder
Sets the quantity, indicating the number of contracts in the trade.
quantity() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
Sets the quantity, indicating the number of option contracts in the trade.
quantity() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
Sets the quantity, indicating the number of future contracts in the trade.
quantity() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
Sets the quantity, indicating the number of future contracts in the trade.
quantity() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
The meta-property for the quantity property.
QUARTERLY_IMM - Static variable in class com.opengamma.strata.basics.date.DateSequences
The 'Quarterly-IMM' date sequence.
QuoteId - Class in com.opengamma.strata.market.id
The ID of a market quote.
QuoteId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for QuoteId.
QuoteKey - Class in com.opengamma.strata.market.key
Market data key identifying the current and historical values of a market identifier.
QuoteKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for QuoteKey.
quotes() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray.Meta
The meta-property for the quotes property.
QuotesArray - Class in com.opengamma.strata.market.value.scenario
Container for values for an item of quoted market data in multiple scenarios.
QuotesArray.Meta - Class in com.opengamma.strata.market.value.scenario
The meta-bean for QuotesArray.
QuotesArrayKey - Class in com.opengamma.strata.market.key.scenario
A key identifying a QuotesArray containing values for a piece of quoted market data in multiple scenarios.
QuotesArrayKey.Meta - Class in com.opengamma.strata.market.key.scenario
The meta-bean for QuotesArrayKey.
QuotesCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of quotes into memory from CSV resources.

R

rate() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
The meta-property for the rate property.
rate(Currency, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
rate(Currency, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
rate(LocalDate) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
rate(LocalDate) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
rate(Currency, LocalDate) - Method in interface com.opengamma.strata.market.view.FxForwardRates
Gets the forward rate at the specified fixing date.
rate(Currency, LocalDate) - Method in interface com.opengamma.strata.market.view.FxIndexRates
Gets the historic or forward rate at the specified fixing date.
rate(LocalDate) - Method in interface com.opengamma.strata.market.view.IborIndexRates
Gets the historic or forward rate at the specified fixing date.
rate(LocalDate) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Gets the historic or forward rate at the specified fixing date.
rate(T, LocalDate, LocalDate, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.RateObservationFn
Determines the applicable rate for the observation.
rate(double) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder
Sets the fixed rate of interest.
rate() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta
The meta-property for the rate property.
rate(double) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the fixed interest rate to be paid.
rate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the rate property.
rate(double) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder
Sets the fixed rate to be paid.
rate() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Meta
The meta-property for the rate property.
rate(ValueSchedule) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
Sets the interest rate to be paid.
rate() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Meta
The meta-property for the rate property.
RateAccrualPeriod - Class in com.opengamma.strata.product.swap
A period over which a fixed or floating rate is accrued.
RateAccrualPeriod.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for RateAccrualPeriod.
RateAccrualPeriod.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for RateAccrualPeriod.
RateCalculation - Interface in com.opengamma.strata.product.swap
The accrual calculation part of an interest rate swap leg.
RateCalculationSwapLeg - Class in com.opengamma.strata.product.swap
A rate swap leg defined using a parameterized schedule and calculation.
RateCalculationSwapLeg.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for RateCalculationSwapLeg.
RateCalculationSwapLeg.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for RateCalculationSwapLeg.
RateCurveCurrencyFilter - Class in com.opengamma.strata.function.marketdata.scenario.curve
A market data filter which matches rate curves with a specific currency.
RateCurveCurrencyFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenario.curve
The meta-bean for RateCurveCurrencyFilter.
RateCurveId - Interface in com.opengamma.strata.market.id
Market data ID identifying a rates curve.
rateCutOffDays(int) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
Sets the number of business days before the end of the period that the rate is cut off.
rateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
The meta-property for the rateCutOffDays property.
rateCutOffDays(int) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
Sets the number of business days before the end of the period that the rate is cut off.
rateCutOffDays() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
The meta-property for the rateCutOffDays property.
rateCutOffDays(int) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
rateCutOffDays() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the rateCutOffDays property.
rateCutOffDays(Integer) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the number of business days before the end of the period that the rate is cut off.
rateCutOffDays() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the rateCutOffDays property.
rateFxSpotSensitivity(Currency, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
rateFxSpotSensitivity(Currency, LocalDate) - Method in interface com.opengamma.strata.market.view.FxForwardRates
Calculates the sensitivity of the forward rate to the spot FX rate.
rateIgnoringTimeSeries(LocalDate) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
rateIgnoringTimeSeries(LocalDate) - Method in interface com.opengamma.strata.market.view.IborIndexRates
Ignores the time-series to get the forward rate at the specified fixing date, used in rare and special cases.
rateIgnoringTimeSeriesPointSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
rateIgnoringTimeSeriesPointSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.view.IborIndexRates
Ignores the time-series to get the forward rate point sensitivity at the specified fixing date, used in rare and special cases.
RateIndex - Interface in com.opengamma.strata.basics.index
A index of interest rates, such as an Overnight or Inter-Bank rate.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
Sets the key identifying the market data value which provides the rate.
rateKey() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
Sets the key identifying the market data value which provides the rate.
rateKey() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
Sets the key identifying the market data value which provides the rate.
rateKey() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
Sets the key identifying the market data value which provides the rate.
rateKey() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
Sets the key identifying the market data value which provides the price.
rateKey() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
Sets the key identifying the market data value which provides the rate.
rateKey() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
Sets the key identifying the market data value which provides the rate.
rateKey() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
Sets the key identifying the market data value which provides the rate.
rateKey() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
The meta-property for the rateKey property.
RateObservation - Interface in com.opengamma.strata.product.rate
Defines a mechanism for observing an interest rate.
rateObservation(RateObservation) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the rate to be observed.
rateObservation() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the rateObservation property.
RateObservationFn<T extends RateObservation> - Interface in com.opengamma.strata.pricer.rate
Observes a rate from an index.
RatePaymentPeriod - Class in com.opengamma.strata.product.swap
A period over which a rate of interest is paid.
RatePaymentPeriod.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for RatePaymentPeriod.
RatePaymentPeriod.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for RatePaymentPeriod.
RatePeriodSwapLeg - Class in com.opengamma.strata.product.swap
A rate swap leg defined using payment and accrual periods.
RatePeriodSwapLeg.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for RatePeriodSwapLeg.
RatePeriodSwapLeg.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for RatePeriodSwapLeg.
ratePointSensitivity(Currency, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
ratePointSensitivity(Currency, LocalDate) - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
ratePointSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
ratePointSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
ratePointSensitivity(Currency, LocalDate) - Method in interface com.opengamma.strata.market.view.FxForwardRates
Calculates the point sensitivity of the forward rate at the specified fixing date.
ratePointSensitivity(Currency, LocalDate) - Method in interface com.opengamma.strata.market.view.FxIndexRates
Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
ratePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.view.IborIndexRates
Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
ratePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.view.OvernightIndexRates
Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
rates() - Method in class com.opengamma.strata.basics.currency.FxRatesArray.Meta
The meta-property for the rates property.
RatesCalibrationCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of definitions to calibrate rates curves by reading from CSV resources.
RatesCurvesCsvLoader - Class in com.opengamma.strata.loader.csv
Loads a set of rates curves into memory by reading from CSV resources.
rateSensitivity(T, LocalDate, LocalDate, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.RateObservationFn
Determines the point sensitivity for the rate observation.
RatesFiniteDifferenceSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity
Computes the curve parameter sensitivity by finite difference.
RatesFiniteDifferenceSensitivityCalculator(double) - Constructor for class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
Create an instance of the finite difference calculator.
RatesProvider - Interface in com.opengamma.strata.pricer.rate
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
RatesProviderGenerator - Interface in com.opengamma.strata.pricer.calibration
Generates a RatesProvider from a set of parameters.
reason() - Method in class com.opengamma.strata.collect.result.Failure.Meta
The meta-property for the reason property.
reason() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the reason property.
receiveLegCurrency() - Static method in interface com.opengamma.strata.calc.config.ReportingRules
Returns a rule that uses the target's receive leg currency as the reporting currency.
RECIPROCAL - Static variable in class com.opengamma.strata.market.interpolator.CurveExtrapolators
Reciprocal extrapolator.
RECOVERY01 - Static variable in class com.opengamma.strata.calc.config.Measure
Measure representing the (scalar) PV change to a 1 bps shift in recovery rate.
recovery01(ExpandedCds, IsdaYieldCurveInputs, IsdaCreditCurveInputs, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the scalar PV change to a 1 basis point shift in recovery rate.
recoveryRate() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate.Meta
The meta-property for the recoveryRate property.
reduce(double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleArray
Reduces this array returning a single value.
reduce(double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Reduces this matrix returning a single value.
referenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
The meta-property for the referenceCurrency property.
referenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
The meta-property for the referenceCurrency property.
referenceCurrency(Currency) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
Sets the currency of the notional amount defined in the contract.
referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxReset.Meta
The meta-property for the referenceCurrency property.
referenceCurrency(Currency) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
Sets the currency of the notional amount defined in the contract.
referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Meta
The meta-property for the referenceCurrency property.
referenceCurrency(Currency) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
Sets the currency of the notional amount defined in the contract.
referenceCurrency() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Meta
The meta-property for the referenceCurrency property.
ReferenceData - Interface in com.opengamma.strata.basics.market
Provides access to reference data, such as securities and time-series.
ReferenceDataId - Interface in com.opengamma.strata.basics.market
An identifier for a unique item of reference data.
referenceDate() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
The meta-property for the referenceDate property.
referenceDate(LocalDate) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Calculates the reference date of the trade.
referenceEndInterpolationMonth(YearMonth) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
Sets the reference month used for interpolation for the index relative to the accrual end date.
referenceEndInterpolationMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
The meta-property for the referenceEndInterpolationMonth property.
referenceEndMonth(YearMonth) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
Sets the reference month for the index relative to the accrual end date.
referenceEndMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
The meta-property for the referenceEndMonth property.
referenceEndMonth(YearMonth) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder
Sets the reference month for the index relative to the accrual end date.
referenceEndMonth() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
The meta-property for the referenceEndMonth property.
referenceEntityId(StandardId) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
Sets the CDS single-name identifier, such as a RED entity code.
referenceEntityId() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
The meta-property for the referenceEntityId property.
referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId.Meta
The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId.Meta
The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId.Meta
The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId.Meta
The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey.Meta
The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey.Meta
The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey.Meta
The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey.Meta
The meta-property for the referenceInformation property.
referenceInformation(ReferenceInformation) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the reference against which protection applies.
referenceInformation() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the referenceInformation property.
ReferenceInformation - Interface in com.opengamma.strata.product.credit
Identifies the reference that credit protection applies to.
ReferenceInformationType - Enum in com.opengamma.strata.product.credit
Defines the type of the CDS underlying that protection applies to.
referenceMonth() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
The meta-property for the referenceMonth property.
referencePrice(IborFutureTrade, LocalDate, double) - Method in class com.opengamma.strata.pricer.index.AbstractIborFutureTradePricer
Calculates the reference price for a futures trade.
referenceStartInterpolationMonth(YearMonth) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
Sets the reference month used for interpolation for the index relative to the accrual start date.
referenceStartInterpolationMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
The meta-property for the referenceStartInterpolationMonth property.
referenceStartMonth(YearMonth) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
Sets the reference month for the index relative to the accrual start date.
referenceStartMonth() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
The meta-property for the referenceStartMonth property.
referenceStartMonth(YearMonth) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder
Sets the reference month for the index relative to the accrual start date.
referenceStartMonth() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Meta
The meta-property for the referenceStartMonth property.
region(Country) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
Sets the region of the index.
region() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
The meta-property for the region property.
relative(double...) - Static method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
Creates a shift that multiplies the values at each curve node by a scaling factor.
relative(double) - Static method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
Creates a shift that multiplies the values at each curve node by a scaling factor.
relative(int, double) - Static method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
Creates a shift that multiplies the value at the specified node by a scaling factor.
relative(Curve, double) - Static method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
Returns a curve based on an underlying curve with a scaling applied to the Y values.
relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Converts a time and date to a relative year fraction.
relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.bond.BlackVolatilityBondFutureProvider
Converts a date to a relative double time.
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
 
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
 
relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider
Converts a date to a relative double time.
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
 
relativeTime(LocalDate) - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
Converts a date to a relative year fraction.
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
relativeTime(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.index.NormalVolatilityIborFutureProvider
Converts a date to a relative double time.
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
relativeTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
relativeTolerance(double) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
Sets the relative tolerance for the root finder.
relativeTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
The meta-property for the relativeTolerance property.
relativeYearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the relative year fraction between the specified dates.
relativeYearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the relative year fraction between the specified dates.
RepoCurveDiscountFactors - Class in com.opengamma.strata.market.view
Provides access to discount factors for a repo curve.
repoCurveDiscountFactors(StandardId, StandardId, Currency) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
Gets the discount factors of a repo curve for standard IDs and a currency.
RepoCurveDiscountFactors.Meta - Class in com.opengamma.strata.market.view
The meta-bean for RepoCurveDiscountFactors.
repoCurves(Map<Pair<BondGroup, Currency>, DiscountFactors>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
Sets the repo curves, defaulted to an empty map.
repoCurves() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
The meta-property for the repoCurves property.
RepoCurveZeroRateSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to the repo curve.
RepoCurveZeroRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for RepoCurveZeroRateSensitivity.
Report - Interface in com.opengamma.strata.report
Represents a business report.
ReportCalculationResults - Class in com.opengamma.strata.report
Stores a set of engine calculation results along with the context required to run reports.
ReportCalculationResults.Builder - Class in com.opengamma.strata.report
The bean-builder for ReportCalculationResults.
ReportCalculationResults.Meta - Class in com.opengamma.strata.report
The meta-bean for ReportCalculationResults.
ReportFormatter<R extends Report> - Class in com.opengamma.strata.report.framework.format
Common base class for formatting reports into ASCII tables or CSV format.
ReportFormatter(FormatSettings<Object>) - Constructor for class com.opengamma.strata.report.framework.format.ReportFormatter
Creates a new formatter with a set of default format settings.
reportingCurrency(CalculationTarget) - Method in interface com.opengamma.strata.calc.config.ReportingRules
Returns the currency which should be used when reporting calculation results for the target.
reportingRules(ReportingRules) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
Sets the rules defining how calculation results should be reported.
reportingRules() - Method in class com.opengamma.strata.calc.CalculationRules.Meta
The meta-property for the reportingRules property.
reportingRules(ReportingRules) - Method in class com.opengamma.strata.calc.Column.Builder
Sets the reporting rules that apply to this column in addition to the default rules.
reportingRules() - Method in class com.opengamma.strata.calc.Column.Meta
The meta-property for the reportingRules property.
ReportingRules - Interface in com.opengamma.strata.calc.config
Reporting rules specify how calculation results should be reported.
ReportOutputFormat - Enum in com.opengamma.strata.report.framework.format
Enumerates the report output formats.
ReportRequirements - Class in com.opengamma.strata.report
Describes the requirements for a report to be run in terms of trade-level measures that can be separately obtained by the calculation engine.
ReportRequirements(ReportRequirements.Builder) - Constructor for class com.opengamma.strata.report.ReportRequirements
Restricted constructor.
ReportRequirements.Builder - Class in com.opengamma.strata.report
The bean-builder for ReportRequirements.
ReportRequirements.Meta - Class in com.opengamma.strata.report
The meta-bean for ReportRequirements.
ReportRunner<T extends ReportTemplate> - Interface in com.opengamma.strata.report
Runs a report for a specific template type.
ReportTemplate - Interface in com.opengamma.strata.report
Marker interface for report templates.
ReportTemplateIniLoader<T extends ReportTemplate> - Interface in com.opengamma.strata.report
Loads a report template from an ini-based file format.
requirements(CalculationTarget) - Method in class com.opengamma.strata.calc.config.MissingConfigCalculationFunction
 
requirements(I, MarketDataConfig) - Method in interface com.opengamma.strata.calc.marketdata.function.MarketDataFunction
Returns requirements representing the data needed to build the item of market data identified by the ID.
requirements(MissingMappingId, MarketDataConfig) - Method in class com.opengamma.strata.calc.marketdata.function.MissingMappingMarketDataFunction
 
requirements(MarketDataId, MarketDataConfig) - Method in class com.opengamma.strata.calc.marketdata.NoMatchingRulesMarketDataFunction
 
requirements() - Method in class com.opengamma.strata.calc.runner.CalculationTask
Returns requirements specifying the market data the function needs to perform its calculations.
requirements(T) - Method in interface com.opengamma.strata.calc.runner.function.CalculationFunction
Returns requirements specifying the market data the function needs to perform its calculations.
requirements(CdsTrade) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
 
requirements(TermDepositTrade) - Method in class com.opengamma.strata.function.calculation.deposit.AbstractTermDepositFunction
 
requirements(FraTrade) - Method in class com.opengamma.strata.function.calculation.fra.AbstractFraFunction
 
requirements(GenericFutureTrade) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction
 
requirements(GenericFutureOptionTrade) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction
 
requirements(FxNdfTrade) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxNdfFunction
 
requirements(FxSingleTrade) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSingleFunction
 
requirements(FxSwapTrade) - Method in class com.opengamma.strata.function.calculation.fx.AbstractFxSwapFunction
 
requirements(IborFutureTrade) - Method in class com.opengamma.strata.function.calculation.index.AbstractIborFutureFunction
 
requirements(BulletPaymentTrade) - Method in class com.opengamma.strata.function.calculation.payment.AbstractBulletPaymentFunction
 
requirements(DeliverableSwapFutureTrade) - Method in class com.opengamma.strata.function.calculation.swap.AbstractDeliverableSwapFutureFunction
 
requirements(SwapTrade) - Method in class com.opengamma.strata.function.calculation.swap.AbstractSwapFunction
 
requirements(SwapTrade) - Method in class com.opengamma.strata.function.calculation.swap.SwapLegNotionalFunction
 
requirements(SwaptionTrade) - Method in class com.opengamma.strata.function.calculation.swaption.AbstractSwaptionFunction
 
requirements(CurveGroupId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
 
requirements(CurveInputsId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.CurveInputsMarketDataFunction
 
requirements(DiscountCurveId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.DiscountCurveMarketDataFunction
 
requirements(IborIndexCurveId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.IborIndexCurveMarketDataFunction
 
requirements(OvernightIndexCurveId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.OvernightIndexCurveMarketDataFunction
 
requirements(FxRateId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateMarketDataFunction
 
requirements() - Method in interface com.opengamma.strata.market.curve.CurveNode
Determines the market data that is required by the node.
requirements() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
requirements(CashFlowReportTemplate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
 
requirements(T) - Method in interface com.opengamma.strata.report.ReportRunner
Gets a description of the requirements to run a report for the given template.
requirements(TradeReportTemplate) - Method in class com.opengamma.strata.report.trade.TradeReportRunner
 
RESET_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of reset periods.
resetFrequency(Frequency) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
Sets the periodic frequency of reset dates.
resetFrequency() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Meta
The meta-property for the resetFrequency property.
resetPeriods(ResetSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the reset schedule, used when averaging rates, optional.
resetPeriods() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the resetPeriods property.
ResetSchedule - Class in com.opengamma.strata.product.swap
Defines the schedule of fixing dates relative to the accrual periods.
ResetSchedule.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for ResetSchedule.
ResetSchedule.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for ResetSchedule.
Resolvable<T> - Interface in com.opengamma.strata.collect.id
Provides a mechanism to resolve links within an object graph.
resolvable(StandardId, Class<R>) - Static method in class com.opengamma.strata.collect.id.StandardLink
Create a resolvable link for the specified identifier and type.
resolvable(StandardId, Class<R>) - Static method in class com.opengamma.strata.product.SecurityLink
Create a resolvable link for the specified identifier and product type.
resolve(LinkResolver) - Method in interface com.opengamma.strata.collect.id.Link
Resolves this link using the specified resolver.
resolve(StandardId, Class<T>) - Method in interface com.opengamma.strata.collect.id.LinkResolver
Resolves the supplied link, returning the realized target of the link.
resolve(StandardId, TypeToken<T>) - Method in interface com.opengamma.strata.collect.id.LinkResolver
Resolves the supplied link, returning the realized target of the link.
resolve(LinkResolver) - Method in class com.opengamma.strata.collect.id.StandardLink
Resolves this link using the specified resolver.
resolve(LinkResolver) - Method in class com.opengamma.strata.product.SecurityLink
Resolves this link using the specified resolver.
resolved(R) - Static method in class com.opengamma.strata.collect.id.StandardLink
Create a link with the link target embedded directly.
resolved(Security<R>) - Static method in class com.opengamma.strata.product.SecurityLink
Create a link with the security embedded directly.
resolvedTarget() - Method in class com.opengamma.strata.product.SecurityLink
Returns the target, throwing an exception if the link is not resolved.
resolveLinks(LinkResolver) - Method in interface com.opengamma.strata.collect.id.Resolvable
Resolves all links in the object graph.
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.collect.id.StandardLink
Resolves this link, and any links that the target contains, using the specified resolver.
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.bond.BondFuture
Returns a future where all links to underlying bonds have been resolved.
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.equity.EquityTrade
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.future.GenericFutureOption
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.future.GenericFutureTrade
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.index.IborFutureOption
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.SecurityLink
Resolves this link, and any links that the security contains, using the specified resolver.
resolveLinks(LinkResolver) - Method in interface com.opengamma.strata.product.SecurityTrade
Returns a trade where all links have been resolved.
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.product.UnitSecurity
Resolves all links in this security, returning a fully resolved security.
resolveLinksIn(List<B>) - Method in interface com.opengamma.strata.collect.id.LinkResolver
Resolves all the links within the specified list of beans.
resolveLinksIn(B) - Method in interface com.opengamma.strata.collect.id.LinkResolver
Resolves all the links within the specified bean.
resolveLinksIn(B, T, Function<T, B>) - Method in interface com.opengamma.strata.collect.id.LinkResolver
Resolves all the links within one property of a bean.
resolveValues(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.value.ValueSchedule
Resolves the value and adjustments against a specific schedule.
RESOURCE_DIRS_PROPERTY - Static variable in class com.opengamma.strata.collect.io.ResourceConfig
The system property defining the comma separated list of groups.
ResourceConfig - Class in com.opengamma.strata.collect.io
Provides access to configuration files.
ResourceLocator - Class in com.opengamma.strata.collect.io
A locator for a resource, specified as a file or classpath resource.
RestructuringClause - Enum in com.opengamma.strata.product.credit
Specifies the form of the restructuring credit event that is applicable to the credit default swap.
restructuringClause(RestructuringClause) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
Sets the applicable restructuring.
restructuringClause() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
The meta-property for the restructuringClause property.
result() - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
Returns the aggregate result of the calculations, blocking until it is available.
result(Result<?>) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
Sets the result of the calculation.
result() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
The meta-property for the result property.
Result<T> - Class in com.opengamma.strata.collect.result
An immutable calculation result.
Result.Meta<T> - Class in com.opengamma.strata.collect.result
The meta-bean for Result.
resultReceived(CalculationResult) - Method in class com.opengamma.strata.calc.runner.AggregatingCalculationListener
 
resultReceived(CalculationResult) - Method in interface com.opengamma.strata.calc.runner.CalculationListener
Invoked when a calculation completes.
results() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult.Meta
The meta-property for the results property.
Results - Class in com.opengamma.strata.calc.runner
Results of performing calculations for a set of targets over a set of scenarios.
Results.Builder - Class in com.opengamma.strata.calc.runner
The bean-builder for Results.
Results.Meta - Class in com.opengamma.strata.calc.runner
The meta-bean for Results.
reverseLookup(T) - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
Looks up the external name given a standard enum instance.
rhoSensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
The meta-property for the rhoSensitivity property.
rightExtrapolate(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator
Right extrapolates the y-value from the specified x-value.
rightExtrapolateFirstDerivative(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator
Calculates the first derivative of the right extrapolated y-value at the specified x-value.
rightExtrapolateParameterSensitivity(double) - Method in interface com.opengamma.strata.market.interpolator.BoundCurveExtrapolator
Calculates the parameter sensitivities of the right extrapolated y-value at the specified x-value.
rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional convention defining how to roll dates.
rollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the rollConvention property.
RollConvention - Interface in com.opengamma.strata.basics.schedule
A convention defining how to roll dates.
rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
Sets the roll convention used when building the schedule.
rollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
Sets the roll convention
rollConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the roll convention.
rollConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the convention defining how to roll dates, optional with defaulting getter.
rollConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the convention defining how to roll dates, optional with defaulting getter.
rollConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the convention defining how to roll dates, optional with defaulting getter.
rollConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the rollConvention property.
RollConventions - Class in com.opengamma.strata.basics.schedule
Constants and implementations for standard roll conventions.
RON - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'RON' - Romanian New Leu.
RootFinderConfig - Class in com.opengamma.strata.function.marketdata.curve
Configuration for the root finder used when calibrating curves.
RootFinderConfig.Builder - Class in com.opengamma.strata.function.marketdata.curve
The bean-builder for RootFinderConfig.
RootFinderConfig.Meta - Class in com.opengamma.strata.function.marketdata.curve
The meta-bean for RootFinderConfig.
round(double) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
round(BigDecimal) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
round(double) - Method in interface com.opengamma.strata.basics.value.Rounding
Rounds the specified value according to the rules of the convention.
round(BigDecimal) - Method in interface com.opengamma.strata.basics.value.Rounding
Rounds the specified value according to the rules of the convention.
Rounding - Interface in com.opengamma.strata.basics.value
A convention defining how to round a number.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.BondFuture.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
Sets the definition of how to round the futures price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.IborFuture.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the definition of how to round the option price, defaulted to no rounding.
rounding() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the rounding property.
row(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the row at the specified index.
row(int) - Method in class com.opengamma.strata.collect.io.CsvFile
Gets a single row.
rowArray(int) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the row at the specified index as an independent array.
rowCount(int) - Method in class com.opengamma.strata.calc.runner.Results.Builder
Sets the number of rows in the results.
rowCount() - Method in class com.opengamma.strata.calc.runner.Results.Meta
The meta-property for the rowCount property.
rowCount() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the number of rows of this matrix.
rowCount() - Method in class com.opengamma.strata.collect.io.CsvFile
Gets the number of data rows.
rowIndex(int) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
Sets the row index of the value in the results grid.
rowIndex() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
The meta-property for the rowIndex property.
rows() - Method in class com.opengamma.strata.collect.io.CsvFile
Gets all data rows in the file.
RU - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'RU' = Russia.
RUB - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'RUB' - Russian Ruble.
rules() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules.Meta
The meta-property for the rules property.
rules() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules.Meta
The meta-property for the rules property.
run() - Method in interface com.opengamma.strata.collect.function.CheckedRunnable
Performs an action.
runInstant(Instant) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the instant at which the report was run.
runInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the runInstant property.
runInstant(Instant) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the instant at which the report was run.
runInstant() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the runInstant property.
runnable(CheckedRunnable) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Runnable interface.
runReport(ReportCalculationResults, CashFlowReportTemplate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
 
runReport(ReportCalculationResults, T) - Method in interface com.opengamma.strata.report.ReportRunner
Runs a report from a set of calculation results.
runReport(ReportCalculationResults, TradeReportTemplate) - Method in class com.opengamma.strata.report.trade.TradeReportRunner
 

S

SA - Static variable in class com.opengamma.strata.basics.location.Country
The country 'SA' - Saudi Arabia.
SabrParametersSwaptionVolatilities - Class in com.opengamma.strata.pricer.swaption
Volatility environment for swaptions in the SABR model.
SabrParametersSwaptionVolatilities.Meta - Class in com.opengamma.strata.pricer.swaption
The meta-bean for SabrParametersSwaptionVolatilities.
SabrSwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with par yield curve method of cash settlement in SABR model.
SabrSwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldProductPricer
Creates an instance.
SabrSwaptionCashParYieldTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption trade with par yield curve method of cash settlement in SABR model.
SabrSwaptionCashParYieldTradePricer(SabrSwaptionCashParYieldProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionCashParYieldTradePricer
Creates an instance.
SabrSwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement in SABR model on the swap rate.
SabrSwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalProductPricer
Creates an instance.
SabrSwaptionPhysicalTradePricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption trade with physical settlement in SABR model.
SabrSwaptionPhysicalTradePricer(SabrSwaptionPhysicalProductPricer, DiscountingPaymentPricer) - Constructor for class com.opengamma.strata.pricer.swaption.SabrSwaptionPhysicalTradePricer
Creates an instance.
SabrSwaptionVolatilities - Interface in com.opengamma.strata.pricer.swaption
Volatility for swaptions in SABR model.
SAR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'SAR' - Saudi Riyal.
SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
An instance declaring all days as business days except Saturday/Sunday weekends.
scalingFactor() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs.Meta
The meta-property for the scalingFactor property.
scenarioCount() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
The meta-property for the scenarioCount property.
ScenarioDefinition - Class in com.opengamma.strata.calc.marketdata.scenario
A scenario definition defines how to create multiple sets of market data for running calculations over a set of scenarios.
ScenarioDefinition.Builder - Class in com.opengamma.strata.calc.marketdata.scenario
The bean-builder for ScenarioDefinition.
ScenarioDefinition.Meta - Class in com.opengamma.strata.calc.marketdata.scenario
The meta-bean for ScenarioDefinition.
ScenarioMarketDataBox<T> - Class in com.opengamma.strata.basics.market
A market data box containing an object which can provide market data for multiple scenarios.
ScenarioMarketDataBox.Builder<T> - Class in com.opengamma.strata.basics.market
The bean-builder for ScenarioMarketDataBox.
ScenarioMarketDataBox.Meta<T> - Class in com.opengamma.strata.basics.market
The meta-bean for ScenarioMarketDataBox.
ScenarioMarketDataKey<T,U extends ScenarioMarketDataValue<T>> - Interface in com.opengamma.strata.basics.market
Market data key used by functions that need access to objects containing market data for multiple scenarios.
ScenarioMarketDataValue<T> - Interface in com.opengamma.strata.basics.market
Provides multiple values of an item of market data, one for each scenario.
scenarioNames(List<String>) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
Sets the names of the scenarios.
scenarioNames(String...) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
Sets the scenarioNames property in the builder from an array of objects.
scenarioNames() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Meta
The meta-property for the scenarioNames property.
ScenarioPerturbation<T> - Interface in com.opengamma.strata.calc.marketdata.scenario
Describes a perturbation applied to a market data box to create market data for use in one or more scenarios.
ScenarioRateProvider - Class in com.opengamma.strata.calc.runner.function.result
A provider of FX rates which takes its data from one scenario in a set of data for multiple scenarios.
ScenarioResult<T> - Interface in com.opengamma.strata.calc.runner.function.result
A container for multiple results produced by performing a single calculation across multiple scenarios.
ScenarioValuesList<T> - Class in com.opengamma.strata.basics.market
A simple ScenarioMarketDataValue implementation containing a list of single market data values, one for each scenario.
ScenarioValuesList.Meta<T> - Class in com.opengamma.strata.basics.market
The meta-bean for ScenarioValuesList.
Schedule - Class in com.opengamma.strata.basics.schedule
A complete schedule of periods (date ranges), with both unadjusted and adjusted dates.
Schedule.Builder - Class in com.opengamma.strata.basics.schedule
The bean-builder for Schedule.
Schedule.Meta - Class in com.opengamma.strata.basics.schedule
The meta-bean for Schedule.
ScheduleException - Exception in com.opengamma.strata.basics.schedule
Exception thrown when a schedule cannot be calculated.
ScheduleException(String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException
Creates an instance.
ScheduleException(PeriodicSchedule, String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException
Creates an instance, specifying the definition that caused the problem.
SchedulePeriod - Class in com.opengamma.strata.basics.schedule
A period in a schedule.
SchedulePeriod.Builder - Class in com.opengamma.strata.basics.schedule
The bean-builder for SchedulePeriod.
SchedulePeriod.Meta - Class in com.opengamma.strata.basics.schedule
The meta-bean for SchedulePeriod.
scheme() - Method in class com.opengamma.strata.collect.id.StandardId.Meta
The meta-property for the scheme property.
SE - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'SE' - Sweden.
seasonality() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
The meta-property for the seasonality property.
second() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
The meta-property for the second property.
section(String) - Method in class com.opengamma.strata.collect.io.IniFile
Gets a single section of this INI file.
sections() - Method in class com.opengamma.strata.collect.io.IniFile
Returns the set of sections of this INI file.
Security<P extends Product> - Interface in com.opengamma.strata.product
A single security.
securityLink(SecurityLink<BondFutureOption>) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
Sets the link to the option that was traded.
securityLink() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
The meta-property for the securityLink property.
securityLink(SecurityLink<BondFuture>) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
Sets the link to the future that was traded.
securityLink() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
The meta-property for the securityLink property.
securityLink(SecurityLink<FixedCouponBond>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
Sets the link to the fixed coupon bond that was traded.
securityLink() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
The meta-property for the securityLink property.
securityLink(SecurityLink<Equity>) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
Sets the link to the equity that was traded.
securityLink() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
The meta-property for the securityLink property.
securityLink(SecurityLink<GenericFutureOption>) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder
Sets the link to the future that was traded.
securityLink() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta
The meta-property for the securityLink property.
securityLink(SecurityLink<GenericFuture>) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder
Sets the link to the future that was traded.
securityLink() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta
The meta-property for the securityLink property.
securityLink(SecurityLink<IborFutureOption>) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
Sets the link to the option that was traded.
securityLink() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
The meta-property for the securityLink property.
securityLink(SecurityLink<IborFuture>) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
Sets the link to the future that was traded.
securityLink() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
The meta-property for the securityLink property.
SecurityLink<P extends Product> - Class in com.opengamma.strata.product
A link to a security.
securityLink(SecurityLink<DeliverableSwapFuture>) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
Sets the link to the future that was traded.
securityLink() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
The meta-property for the securityLink property.
SecurityLink.Builder<P extends Product> - Class in com.opengamma.strata.product
The bean-builder for SecurityLink.
SecurityLink.Meta<P extends Product> - Class in com.opengamma.strata.product
The meta-bean for SecurityLink.
SecurityTrade<P extends Product> - Interface in com.opengamma.strata.product
A trade that is directly based on a security.
SEK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'SEK' - Swedish Krona.
seniority(SeniorityLevel) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
Sets the seniority.
seniority() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Meta
The meta-property for the seniority property.
SeniorityLevel - Enum in com.opengamma.strata.product.credit
Specifies the repayment precedence of a debt instrument.
sensitivities() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities.Meta
The meta-property for the sensitivities property.
sensitivities() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities.Meta
The meta-property for the sensitivities property.
sensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
The meta-property for the sensitivities property.
sensitivities() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities.Meta
The meta-property for the sensitivities property.
sensitivities(T, ImmutableRatesProvider) - Method in interface com.opengamma.strata.pricer.calibration.CalibrationMeasure
Calculates the parameter sensitivities that relate to the value.
sensitivities(T, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
 
sensitivity() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity(CurveCurrencyParameterSensitivities, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
Calculates the market quote sensitivities from parameter sensitivity.
sensitivity(ImmutableRatesProvider, Function<ImmutableRatesProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
Computes the first order sensitivities of a function of a RatesProvider to a double by finite difference.
sensitivity(LegalEntityDiscountingProvider, Function<LegalEntityDiscountingProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
Computes the first order sensitivities of a function of a LegalEntityDiscountingProvider to a double by finite difference.
sequenceNumber(int) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
Sets the sequence number of the futures.
sequenceNumber() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Meta
The meta-property for the sequenceNumber property.
set(String, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.Column.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.Column.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
 
set(String, Object) - Method in class com.opengamma.strata.calc.runner.Results.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.calc.runner.Results.Builder
 
set(String, Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
set(String, Object) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.equity.Equity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.equity.Equity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.SecurityLink.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.SecurityLink.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.TradeInfo.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.TradeInfo.Builder
 
set(String, Object) - Method in class com.opengamma.strata.product.UnitSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.product.UnitSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.Column.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.calc.runner.Results.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.equity.Equity.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.SecurityLink.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.TradeInfo.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.product.UnitSecurity.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.CalculationRules.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.Column.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.Column.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
 
setString(String, String) - Method in class com.opengamma.strata.calc.runner.Results.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.calc.runner.Results.Builder
 
setString(String, String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
setString(String, String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
setString(String, String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
 
setString(String, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
 
setString(String, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
 
setString(String, String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
setString(String, String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.equity.Equity.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.equity.Equity.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.SecurityLink.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.SecurityLink.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FxReset.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.TradeInfo.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.TradeInfo.Builder
 
setString(String, String) - Method in class com.opengamma.strata.product.UnitSecurity.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.product.UnitSecurity.Builder
 
setString(String, String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
setString(String, String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
 
setString(String, String) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
 
setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
settings(Class<? extends T>, FormatSettings<Object>) - Method in class com.opengamma.strata.report.framework.format.FormatSettingsProvider
Obtains the format settings for a given type.
SETTINGS_REPORT_TYPE - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader
The report type property name, in the settings section.
SETTINGS_SECTION - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader
The settings section name.
settleLagDays(int) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the settlement lag in days.
settleLagDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the settleLagDays property.
settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder
Sets the notional amount in the settlement currency, positive if receiving, negative if paying.
settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Meta
The meta-property for the settlementCurrencyNotional property.
settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
Sets the notional amount in the settlement currency, positive if receiving, negative if paying.
settlementCurrencyNotional() - Method in class com.opengamma.strata.product.fx.FxNdf.Meta
The meta-property for the settlementCurrencyNotional property.
settlementDate(LocalDate) - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
Sets the settlement date.
settlementDate() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Meta
The meta-property for the settlementDate property.
settlementDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfo.Builder
Sets the settlement date, optional.
settlementDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the settlementDate property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta
The meta-property for the settlementDateOffset property.
settlementDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets the number of days between valuation date and settlement date.
settlementDateOffset() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the settlementDateOffset property.
SettlementType - Enum in com.opengamma.strata.product.swaption
Settlement types for Swaption.
SFE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'SFE' roll convention which adjusts the date to the second Friday.
SG - Static variable in class com.opengamma.strata.basics.location.Country
The country 'SG' - Singapore.
SGD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'SGD' - Singapore Dollar.
shift(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Shifts the date by the specified number of business days.
shift(LocalDate, int) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
shift(double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
shift(double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
Calculates the shift parameter for the specified time to expiry and instrument tenor.
shiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
The meta-property for the shiftAmount property.
shiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
The meta-property for the shiftAmount property.
shiftAmount() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
The meta-property for the shiftAmount property.
shiftAmounts() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
The meta-property for the shiftAmounts property.
shiftedBy(DoubleBinaryOperator) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
shiftedBy(DoubleBinaryOperator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
shiftedBy(DoubleBinaryOperator) - Method in interface com.opengamma.strata.market.curve.NodalCurve
Returns a new curve where each y-value has been shifted.
shiftedBy(List<ValueAdjustment>) - Method in interface com.opengamma.strata.market.curve.NodalCurve
Returns a new curve where each y-value has been shifted.
shiftedBy(DoubleTernaryOperator) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
shiftedBy(DoubleTernaryOperator) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
shiftedBy(DoubleTernaryOperator) - Method in interface com.opengamma.strata.market.surface.NodalSurface
Returns a new surface where each z-value has been shifted.
shiftedBy(List<ValueAdjustment>) - Method in interface com.opengamma.strata.market.surface.NodalSurface
Returns a new surface where each z-value has been shifted.
shifts() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
The meta-property for the shifts property.
shifts() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
The meta-property for the shifts property.
shiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts.Meta
The meta-property for the shiftType property.
shiftType() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts.Meta
The meta-property for the shiftType property.
shiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift.Meta
The meta-property for the shiftType property.
shiftType() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift.Meta
The meta-property for the shiftType property.
shiftType() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift.Meta
The meta-property for the shiftType property.
shiftType() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
The meta-property for the shiftType property.
ShiftType - Enum in com.opengamma.strata.market
Enum representing alternative ways to apply a shift which modifies the value of a piece of market data.
shortIndex(IborIndex) - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder
Sets the shorter Ibor index.
shortIndex() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Meta
The meta-property for the shortIndex property.
sign() - Method in enum com.opengamma.strata.basics.LongShort
Returns the sign, where 'Long' returns 1 and 'Short' returns -1.
SimpleCurveNodeMetadata - Class in com.opengamma.strata.market.curve.meta
Simple curve node metadata that defines a date and label.
SimpleCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve.meta
The meta-bean for SimpleCurveNodeMetadata.
SimpleDiscountFactors - Class in com.opengamma.strata.market.view
Provides access to discount factors for a currency based on a discount factor curve.
SimpleDiscountFactors.Meta - Class in com.opengamma.strata.market.view
The meta-bean for SimpleDiscountFactors.
SimpleMarketDataKey<T> - Interface in com.opengamma.strata.basics.market
Interface for market data keys representing simple types of market data for which no market data rules are required.
SimpleStrike - Class in com.opengamma.strata.market.option
A simple strike value.
SimpleStrike.Meta - Class in com.opengamma.strata.market.option
The meta-bean for SimpleStrike.
SingleCalculationMarketData - Class in com.opengamma.strata.calc.runner
A single scenario view of multi-scenario market data.
SingleCalculationMarketData(CalculationMarketData, int) - Constructor for class com.opengamma.strata.calc.runner.SingleCalculationMarketData
Creates a set of market data that uses the data of the scenario at the specified index.
SingleMarketDataBox<T> - Class in com.opengamma.strata.basics.market
A market data box containing a single value which is used in all scenarios.
SingleMarketDataBox.Builder<T> - Class in com.opengamma.strata.basics.market
The bean-builder for SingleMarketDataBox.
SingleMarketDataBox.Meta<T> - Class in com.opengamma.strata.basics.market
The meta-bean for SingleMarketDataBox.
SingleNameReferenceInformation - Class in com.opengamma.strata.product.credit
Reference data for a CDS single-name.
SingleNameReferenceInformation.Builder - Class in com.opengamma.strata.product.credit
The bean-builder for SingleNameReferenceInformation.
SingleNameReferenceInformation.Meta - Class in com.opengamma.strata.product.credit
The meta-bean for SingleNameReferenceInformation.
singleValueFailures(Map<MarketDataId<?>, Failure>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
Sets details of failures when building single market data values.
singleValueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
The meta-property for the singleValueFailures property.
singleValueRequirements(Set<? extends MarketDataKey<?>>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
Sets keys identifying the market data values required for the calculations.
singleValueRequirements(MarketDataKey<?>...) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
Sets the singleValueRequirements property in the builder from an array of objects.
singleValueRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
The meta-property for the singleValueRequirements property.
size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the number of stored amounts.
size() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the number of periods in the schedule.
size() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
size() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
size() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
 
size() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns the number of currency values for each currency.
size() - Method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult
Returns the number of results.
size() - Method in class com.opengamma.strata.collect.array.DoubleArray
Gets the size of this array.
size() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Gets the size of this matrix.
size() - Method in interface com.opengamma.strata.collect.array.Matrix
Gets the size of the matrix.
size() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Return the size of this time-series.
size() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the number of elements held by this triple.
size() - Method in interface com.opengamma.strata.collect.tuple.Tuple
Gets the number of elements held by this tuple.
size() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Gets the number of sensitivity entries.
SK - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'SK' - Slovakia.
sort() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Sorts the mutable list of point sensitivities.
sorted() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns a sorted copy of this array.
sorted() - Method in class com.opengamma.strata.market.amount.CashFlows
Returns an instance that is sorted.
sortPairs(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Sorts the two arrays, retaining the associated values with the sorted keys.
sortPairs(double[], V[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Sorts the two arrays, retaining the associated values with the sorted keys.
splitValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
Splits the array according to the curve order.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
spotDateOffset() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
Sets the offset of the spot value date from the trade date.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
Sets the offset of the spot value date from the trade date, optional with defaulting getter.
spotDateOffset() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
The meta-property for the spotDateOffset property.
SPREAD - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The spread, added to the forward rate.
spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
Sets the spread rate, with a 5% rate expressed as 0.05, optional.
spread() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Meta
The meta-property for the spread property.
spread(ValueSchedule) - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
Sets the spread rate, optional.
spread() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Meta
The meta-property for the spread property.
spread(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the spread rate, defaulted to 0.
spread() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the spread property.
spreadCurve() - Method in class com.opengamma.strata.market.curve.AddFixedCurve.Meta
The meta-property for the spreadCurve property.
spreadFloatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the market convention of the floating leg to which the spread leg is added.
spreadFloatingLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the spreadFloatingLeg property.
spreadKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
Sets the key identifying the market data value which provides the spread.
spreadKey() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
The meta-property for the spreadKey property.
spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
Sets the market convention of the floating leg that has the spread applied.
spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Meta
The meta-property for the spreadLeg property.
spreadLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
Sets the market convention of the fixed leg for the spread.
spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Meta
The meta-property for the spreadLeg property.
spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
Sets the market convention of the floating leg that has the spread applied.
spreadLeg() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Meta
The meta-property for the spreadLeg property.
stackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the stackTrace property.
standard() - Static method in class com.opengamma.strata.function.calculation.swaption.SwaptionFunctionGroups
Obtains the function group providing all built-in measures on Swaption trades, using the standard calculation method.
StandardComponents - Class in com.opengamma.strata.function
Factory methods for creating standard Strata components.
StandardFxSwapConventions - Class in com.opengamma.strata.product.fx.type
Market standard FX swap conventions.
StandardId - Class in com.opengamma.strata.collect.id
An immutable standard identifier for an item.
standardId() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
The meta-property for the standardId property.
standardId() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
The meta-property for the standardId property.
standardId() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
The meta-property for the standardId property.
standardId(StandardId) - Method in class com.opengamma.strata.product.SecurityLink.Builder
Sets the primary standard identifier of the security.
standardId() - Method in class com.opengamma.strata.product.SecurityLink.Meta
The meta-property for the standardId property.
standardId(StandardId) - Method in class com.opengamma.strata.product.UnitSecurity.Builder
Sets the primary standard identifier for the security.
standardId() - Method in class com.opengamma.strata.product.UnitSecurity.Meta
The meta-property for the standardId property.
StandardId.Meta - Class in com.opengamma.strata.collect.id
The meta-bean for StandardId.
StandardIdentifiable - Interface in com.opengamma.strata.collect.id
Provides uniform access to objects that can supply a standard identifier.
StandardLink<T extends IdentifiableBean> - Class in com.opengamma.strata.collect.id
Standard implementation of a link to a target object using an identifier.
StandardLink.Meta<T extends IdentifiableBean> - Class in com.opengamma.strata.collect.id
The meta-bean for StandardLink.
start() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
The meta-property for the start property.
START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The accrual start date, adjusted to be a valid business day if necessary.
startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the start date, which is the start of the first schedule period.
startDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
Sets the start date of this period, used for financial calculations such as interest accrual.
startDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.credit.Cds.Builder
Sets the first date of the term of the trade.
startDate() - Method in class com.opengamma.strata.product.credit.Cds.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
Sets the date that the CDS nominally starts in terms of premium payments.
startDate() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
The meta-property for the startDate property.
startDate - Variable in class com.opengamma.strata.product.credit.ExpandedCds
The date that the CDS nominally starts in terms of premium payments.
startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
Sets the start date of the deposit.
startDate() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder
Sets the start date of the deposit.
startDate() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
Sets the start date of the deposit.
startDate() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
Sets the start date of the deposit.
startDate() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
Sets the start date, which is the effective date of the FRA.
startDate() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.fra.Fra.Builder
Sets the start date, which is the effective date of the FRA.
startDate() - Method in class com.opengamma.strata.product.fra.Fra.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
Sets the first date in the fixing period.
startDate() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
Sets the first date in the fixing period.
startDate() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
Sets the start date of the payment period.
startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the start date of the accrual period.
startDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.product.swap.Swap.Meta
The meta-property for the startDate property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional business day adjustment to apply to the start date.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the startDateBusinessDayAdjustment property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the startDateBusinessDayAdjustment property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the startDateBusinessDayAdjustment property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the business day adjustment to apply to the start date, optional with defaulting getter.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the startDateBusinessDayAdjustment property.
stepInDays(int) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the number of step-in days.
stepInDays() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the stepInDays property.
steps(List<ValueStep>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
Sets the steps defining the change in the value.
steps(ValueStep...) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
Sets the steps property in the builder from an array of objects.
steps() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
The meta-property for the steps property.
stream() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a stream over the currency amounts.
stream() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
stream() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
stream() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
 
stream() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
Returns a stream of MultiCurrencyAmount instances containing the values from this object.
stream() - Method in interface com.opengamma.strata.calc.runner.function.result.ScenarioResult
Returns a stream of the results.
stream() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns a stream over the array values.
stream(Iterable<T>) - Static method in class com.opengamma.strata.collect.Guavate
Converts an iterable to a serial stream.
stream(Optional<T>) - Static method in class com.opengamma.strata.collect.Guavate
Converts an optional to a stream with zero or one elements.
stream() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Streams the set of dates included in the range.
stream() - Method in class com.opengamma.strata.collect.result.Result
Converts this result to a stream.
stream() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns a stream over the points of this time-series.
streamChildren(String) - Method in class com.opengamma.strata.collect.io.XmlElement
Gets the child elements matching the specified name.
Strike - Interface in com.opengamma.strata.market.option
The strike of an option, describing both type and value.
STRIKE - Static variable in class com.opengamma.strata.market.option.StrikeType
The type of a simple strike.
strike() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity.Meta
The meta-property for the strike property.
strike() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
The meta-property for the strike property.
strike() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
The meta-property for the strike property.
strike() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
The meta-property for the strike property.
strike() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
The meta-property for the strike property.
STRIKE - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a strike - 'Strike'.
strike(FxRate) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
Sets the strike of the option.
strike() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
The meta-property for the strike property.
strikePrice() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity.Meta
The meta-property for the strikePrice property.
strikePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the strike price, represented in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
Sets the strike price, represented in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the strike price, represented in decimal form.
strikePrice() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the strikePrice property.
StrikeType - Class in com.opengamma.strata.market.option
The type of a strike.
StubCalculation - Class in com.opengamma.strata.product.swap
Defines the rates applicable in the initial or final stub of an Ibor swap leg.
StubCalculation.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for StubCalculation.
StubCalculation.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for StubCalculation.
stubConvention(StubConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the optional convention defining how to handle stubs.
stubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the stubConvention property.
StubConvention - Enum in com.opengamma.strata.basics.schedule
A convention defining how to calculate stub periods.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
Sets the stub convention to use.
stubConvention() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
The meta-property for the stubConvention property.
stubConvention - Variable in class com.opengamma.strata.product.credit.ExpandedCds
The stub convention to use.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
Sets the stub convention to use.
stubConvention() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Meta
The meta-property for the stubConvention property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
Sets the stub convention.
stubConvention() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Meta
The meta-property for the stubConvention property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
Sets the convention defining how to handle stubs, optional with defaulting getter.
stubConvention() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the stubConvention property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
Sets the convention defining how to handle stubs, optional with defaulting getter.
stubConvention() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the stubConvention property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
Sets the convention defining how to handle stubs, optional with defaulting getter.
stubConvention() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Meta
The meta-property for the stubConvention property.
subArray(int) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an array holding the values from the specified index onwards.
subArray(int, int) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an array holding the values between the specified from and to indices.
subSchedule(Frequency, RollConvention, StubConvention, BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Creates a sub-schedule within this period.
subSeries(LocalDate, LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Gets part of this series as a sub-series between two dates.
subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor
Subtracts this tenor from the specified date.
subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency
Subtracts the period of this frequency from the specified date.
success(R) - Static method in class com.opengamma.strata.collect.result.Result
Creates a successful result wrapping a value.
success(Object, List<String>) - Static method in class com.opengamma.strata.report.framework.expression.EvaluationResult
Creates the result of successfully evaluating a token against an object.
sum() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns the sum of all the values in the array.
sum(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Calculates the sum total of all the elements in the array.
supplier(CheckedSupplier<R>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Supplier interface.
Surface - Interface in com.opengamma.strata.market.surface
A surface that maps a double x-value and y-value to a double z-value.
surface(NodalSurface) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
Sets the black volatility surface.
surface() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
The meta-property for the surface property.
surface() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
The meta-property for the surface property.
surface() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
The meta-property for the surface property.
SurfaceCurrencyParameterSensitivities - Class in com.opengamma.strata.market.surface
Currency-based parameter sensitivity for a collection of surfaces.
SurfaceCurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for SurfaceCurrencyParameterSensitivities.
SurfaceCurrencyParameterSensitivity - Class in com.opengamma.strata.market.surface
Parameter sensitivity for a single surface.
surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Calculates the surface parameter sensitivity from the point sensitivity.
surfaceCurrencyParameterSensitivity(BondFutureOptionSensitivity) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
Computes the sensitivity to the surface parameter used in the description of the black volatility from a point sensitivity.
surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
surfaceCurrencyParameterSensitivity(SwaptionSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
surfaceCurrencyParameterSensitivity(SwaptionSabrSensitivity) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
Calculates the surface parameter sensitivity from the point sensitivity.
SurfaceCurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.surface
The meta-bean for SurfaceCurrencyParameterSensitivity.
SurfaceMetadata - Interface in com.opengamma.strata.market.surface
Metadata about a surface and surface parameters.
surfaceName(SurfaceName) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
Sets the surface name.
surfaceName() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
The meta-property for the surfaceName property.
SurfaceName - Class in com.opengamma.strata.market.surface
The name of a surface.
SurfaceParameterMetadata - Interface in com.opengamma.strata.market.surface
Information about a parameter underlying a surface.
surfaceParameterSensitivity(FxOptionSensitivity) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
 
surfaceParameterSensitivity(FxOptionSensitivity) - Method in interface com.opengamma.strata.pricer.fx.BlackVolatilityFxProvider
Computes the sensitivity to the nodes used in the description of the Black volatility from a point sensitivity.
surfaceParameterSensitivity(FxOptionSensitivity) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
 
Swap - Class in com.opengamma.strata.product.swap
A rate swap.
Swap.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for Swap.
Swap.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for Swap.
SWAP_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
The calibrator for SwapTrade using par spread discounting.
SwapAccruedInterestFunction - Class in com.opengamma.strata.function.calculation.swap
Calculates the accrued interest for a SwapTrade for each of a set of scenarios.
SwapAccruedInterestFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapAccruedInterestFunction
 
SwapBucketedGammaPv01Function - Class in com.opengamma.strata.function.calculation.swap
Calculates Gamma PV01, the second-order present value sensitivity of a SwapTrade for each of a set of scenarios.
SwapBucketedGammaPv01Function() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapBucketedGammaPv01Function
 
SwapBucketedPv01Function - Class in com.opengamma.strata.function.calculation.swap
Calculates the bucketed PV01, the present value curve parameter sensitivity of a SwapTrade.
SwapBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapBucketedPv01Function
 
SwapExplainPvFunction - Class in com.opengamma.strata.function.calculation.swap
Obtains the explain map for present value on a SwapTrade.
SwapExplainPvFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapExplainPvFunction
 
SwapFunctionGroups - Class in com.opengamma.strata.function.calculation.swap
Contains function groups for built-in Swap calculation functions.
SwapIndex - Interface in com.opengamma.strata.product.swap
A swap index.
SwapIndices - Class in com.opengamma.strata.product.swap
Constants and implementations for standard swap indices.
SwapLeg - Interface in com.opengamma.strata.product.swap
A single leg of a swap.
SwapLegAmount - Class in com.opengamma.strata.market.amount
Represents an amount associated with one leg of a swap.
SwapLegAmount(SwapLegAmount.Builder) - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount
Restricted constructor.
SwapLegAmount.Builder - Class in com.opengamma.strata.market.amount
The bean-builder for SwapLegAmount.
SwapLegAmount.Meta - Class in com.opengamma.strata.market.amount
The meta-bean for SwapLegAmount.
SwapLegConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for swap legs.
SwapLegNotionalFunction - Class in com.opengamma.strata.function.calculation.swap
Calculates the initial notional of each leg of an interest rate swap.
SwapLegNotionalFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapLegNotionalFunction
 
SwapLegPvFunction - Class in com.opengamma.strata.function.calculation.swap
Calculates the present value of each leg of an interest rate swap.
SwapLegPvFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapLegPvFunction
 
SwapLegType - Enum in com.opengamma.strata.product.swap
The type of a swap leg.
SwapParRateFunction - Class in com.opengamma.strata.function.calculation.swap
Calculates the par rate of a SwapTrade for each of a set of scenarios.
SwapParRateFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapParRateFunction
 
SwapProduct - Interface in com.opengamma.strata.product.swap
A product representing a rate swap.
SwapPv01Function - Class in com.opengamma.strata.function.calculation.swap
Calculates PV01, the present value sensitivity of a SwapTrade for each of a set of scenarios.
SwapPv01Function() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapPv01Function
 
SwapPvFunction - Class in com.opengamma.strata.function.calculation.swap
Calculates the present value of a SwapTrade for each of a set of scenarios.
SwapPvFunction() - Constructor for class com.opengamma.strata.function.calculation.swap.SwapPvFunction
 
Swaption - Class in com.opengamma.strata.product.swaption
An option on an underlying swap.
Swaption.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for Swaption.
Swaption.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for Swaption.
SwaptionFunctionGroups - Class in com.opengamma.strata.function.calculation.swaption
Contains function groups for built-in swaption calculation functions.
SwaptionProduct - Interface in com.opengamma.strata.product.swaption
A product representing an option on an underlying swap.
SwaptionPvFunction - Class in com.opengamma.strata.function.calculation.swaption
Calculates the present value of a SwaptionTrade for each of a set of scenarios.
SwaptionPvFunction() - Constructor for class com.opengamma.strata.function.calculation.swaption.SwaptionPvFunction
 
SwaptionSabrSensitivity - Class in com.opengamma.strata.market.sensitivity
Sensitivity of a swaption to SABR model parameters.
SwaptionSabrSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for SwaptionSabrSensitivity.
SwaptionSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to a swaption implied parameter point.
SwaptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for SwaptionSensitivity.
swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder
Sets settlement method.
swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta
The meta-property for the swaptionSettlement property.
swaptionSettlement(SwaptionSettlement) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets settlement method.
swaptionSettlement() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the swaptionSettlement property.
SwaptionSettlement - Interface in com.opengamma.strata.product.swaption
An interface that can return the settlement type and settlement method of swaptions.
SwaptionSurfaceExpiryTenorNodeMetadata - Class in com.opengamma.strata.market.surface.meta
Surface node metadata for a surface node for swaptions with a specific time to expiry and underlying swap tenor.
SwaptionSurfaceExpiryTenorNodeMetadata.Meta - Class in com.opengamma.strata.market.surface.meta
The meta-bean for SwaptionSurfaceExpiryTenorNodeMetadata.
SwaptionTrade - Class in com.opengamma.strata.product.swaption
A trade in an option on an underlying swap.
SwaptionTrade.Builder - Class in com.opengamma.strata.product.swaption
The bean-builder for SwaptionTrade.
SwaptionTrade.Meta - Class in com.opengamma.strata.product.swaption
The meta-bean for SwaptionTrade.
SwaptionVolatilities - Interface in com.opengamma.strata.market.view
Volatilities for pricing swaptions.
SwaptionVolatilitiesId - Class in com.opengamma.strata.market.id
Market data ID identifying swaption volatilities based on Fixed-Ibor swaps.
SwaptionVolatilitiesId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for SwaptionVolatilitiesId.
SwaptionVolatilitiesKey - Class in com.opengamma.strata.market.key
Market data key identifying swaption volatilities based on Fixed-Ibor swaps.
SwaptionVolatilitiesKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for SwaptionVolatilitiesKey.
SwaptionVolatilitiesMapping - Class in com.opengamma.strata.function.marketdata.mapping
Market data mapping for swaption volatilities.
SwaptionVolatilitiesMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping
The meta-bean for SwaptionVolatilitiesMapping.
SwapTrade - Class in com.opengamma.strata.product.swap
A trade in a rate swap.
SwapTrade.Builder - Class in com.opengamma.strata.product.swap
The bean-builder for SwapTrade.
SwapTrade.Meta - Class in com.opengamma.strata.product.swap
The meta-bean for SwapTrade.
SWF_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for Switzerland, "Non-revised Consumer Price Index".

T

tailSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Gets part of this series as a sub-series, choosing the latest entries.
target(CalculationTarget) - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
Sets the target of the calculation, often a trade.
target() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Meta
The meta-property for the target property.
target() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
The meta-property for the target property.
target(Security<P>) - Method in class com.opengamma.strata.product.SecurityLink.Builder
Sets the embedded link target.
target() - Method in class com.opengamma.strata.product.SecurityLink.Meta
The meta-property for the target property.
targetCurrency() - Static method in interface com.opengamma.strata.calc.config.ReportingRules
Returns a rule that uses the target's primary currency as the reporting currency.
targetType() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup.Meta
The meta-property for the targetType property.
targetType() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule.Meta
The meta-property for the targetType property.
targetType() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
The meta-property for the targetType property.
targetTypes() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule.Meta
The meta-property for the targetTypes property.
template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
Sets the template for the swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Meta
The meta-property for the template property.
template(FixedOvernightSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
Sets the template for the swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Meta
The meta-property for the template property.
template(FraTemplate) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
Sets the template for the FRA associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Meta
The meta-property for the template property.
template(FxSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
Sets the template for the FX Swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Meta
The meta-property for the template property.
template(IborFixingDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
Sets the template for the Ibor fixing deposit associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Meta
The meta-property for the template property.
template(IborFutureTemplate) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
Sets the template for the Ibor Futures associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Meta
The meta-property for the template property.
template(IborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
Sets the template for the swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Meta
The meta-property for the template property.
template(TermDepositTemplate) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
Sets the template for the term deposit associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Meta
The meta-property for the template property.
template(ThreeLegBasisSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
Sets the template for the swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Meta
The meta-property for the template property.
template(XCcyIborIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
Sets the template for the swap associated with this node.
template() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Meta
The meta-property for the template property.
template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
Sets the template for creating Fixed-Ibor swap.
template() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Meta
The meta-property for the template property.
Tenor - Class in com.opengamma.strata.basics.date
A tenor indicating how long it will take for a financial instrument to reach maturity.
tenor(Tenor) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
Sets the tenor to be added.
tenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
The meta-property for the tenor property.
tenor() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata.Meta
The meta-property for the tenor property.
tenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity.Meta
The meta-property for the tenor property.
tenor() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity.Meta
The meta-property for the tenor property.
tenor() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
The meta-property for the tenor property.
tenor(LocalDate, LocalDate) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Calculates the tenor of the swap based on its start date and end date.
tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
Sets the tenor of the swap.
tenor() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Meta
The meta-property for the tenor property.
TENOR_10M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 10 months.
TENOR_10Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 10 years.
TENOR_11M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 11 months.
TENOR_12M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 12 months.
TENOR_12Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 12 years.
TENOR_15Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 15 years.
TENOR_18M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 18 months.
TENOR_1D - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of one day.
TENOR_1M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 1 month.
TENOR_1W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 1 week.
TENOR_1Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 1 year.
TENOR_20Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 20 years.
TENOR_25Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 25 years.
TENOR_2D - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of two days.
TENOR_2M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 2 months.
TENOR_2W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 2 weeks.
TENOR_2Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 2 years.
TENOR_30Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 30 years.
TENOR_3D - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of three days.
TENOR_3M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 3 months.
TENOR_3W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 3 weeks.
TENOR_3Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 3 years.
TENOR_4M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 4 months.
TENOR_4Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 4 years.
TENOR_5M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 5 months.
TENOR_5Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 5 years.
TENOR_6M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 6 months.
TENOR_6W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 6 weeks.
TENOR_6Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 6 years.
TENOR_7M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 7 months.
TENOR_7Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 7 years.
TENOR_8M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 8 months.
TENOR_8Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 8 years.
TENOR_9M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 9 months.
TENOR_9Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 9 years.
TenorAdjustment - Class in com.opengamma.strata.basics.date
An adjustment that alters a date by adding a tenor.
TenorAdjustment.Builder - Class in com.opengamma.strata.basics.date
The bean-builder for TenorAdjustment.
TenorAdjustment.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for TenorAdjustment.
TenorCurveNodeMetadata - Class in com.opengamma.strata.market.curve.meta
Curve node metadata for a curve node with a specific tenor.
TenorCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve.meta
The meta-bean for TenorCurveNodeMetadata.
TERM - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency matching the term.
TERM_DEPOSIT_PAR_SPREAD - Static variable in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
The calibrator for TermDepositTrade using par spread discounting.
TermDeposit - Class in com.opengamma.strata.product.deposit
A term deposit.
TermDeposit.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for TermDeposit.
TermDeposit.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for TermDeposit.
TermDepositBucketedPv01Function - Class in com.opengamma.strata.function.calculation.deposit
Calculates the bucketed PV01, the present value curve parameter sensitivity of a TermDepositTrade.
TermDepositBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.deposit.TermDepositBucketedPv01Function
 
TermDepositConvention - Interface in com.opengamma.strata.product.deposit.type
A market convention for term deposit trades.
TermDepositConventions - Class in com.opengamma.strata.product.deposit.type
Market standard term deposit conventions.
TermDepositCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a term deposit.
TermDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for TermDepositCurveNode.
TermDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for TermDepositCurveNode.
TermDepositFunctionGroups - Class in com.opengamma.strata.function.calculation.deposit
Contains function groups for built-in Term Deposit calculation functions.
TermDepositParRateFunction - Class in com.opengamma.strata.function.calculation.deposit
Calculates the par rate of a TermDepositTrade for each of a set of scenarios.
TermDepositParRateFunction() - Constructor for class com.opengamma.strata.function.calculation.deposit.TermDepositParRateFunction
 
TermDepositParSpreadFunction - Class in com.opengamma.strata.function.calculation.deposit
Calculates the par spread of a TermDepositTrade for each of a set of scenarios.
TermDepositParSpreadFunction() - Constructor for class com.opengamma.strata.function.calculation.deposit.TermDepositParSpreadFunction
 
TermDepositProduct - Interface in com.opengamma.strata.product.deposit
A product representing a term deposit.
TermDepositPv01Function - Class in com.opengamma.strata.function.calculation.deposit
Calculates PV01, the present value sensitivity of a TermDepositTrade.
TermDepositPv01Function() - Constructor for class com.opengamma.strata.function.calculation.deposit.TermDepositPv01Function
 
TermDepositPvFunction - Class in com.opengamma.strata.function.calculation.deposit
Calculates the present value of a TermDepositTrade for each of a set of scenarios.
TermDepositPvFunction() - Constructor for class com.opengamma.strata.function.calculation.deposit.TermDepositPvFunction
 
TermDepositTemplate - Class in com.opengamma.strata.product.deposit.type
A template for creating a term deposit trade.
TermDepositTemplate.Builder - Class in com.opengamma.strata.product.deposit.type
The bean-builder for TermDepositTemplate.
TermDepositTemplate.Meta - Class in com.opengamma.strata.product.deposit.type
The meta-bean for TermDepositTemplate.
TermDepositTrade - Class in com.opengamma.strata.product.deposit
A trade in a term deposit.
TermDepositTrade.Builder - Class in com.opengamma.strata.product.deposit
The bean-builder for TermDepositTrade.
TermDepositTrade.Meta - Class in com.opengamma.strata.product.deposit
The meta-bean for TermDepositTrade.
test(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiPredicate
Evaluates this predicate on the given arguments.
test(T) - Method in interface com.opengamma.strata.collect.function.CheckedPredicate
Evaluates this predicate on the given argument.
test(int, double) - Method in interface com.opengamma.strata.collect.function.IntDoublePredicate
Evaluates the predicate.
test(int, int, double) - Method in interface com.opengamma.strata.collect.function.IntIntDoublePredicate
Evaluates the predicate.
test(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
Evaluates the predicate.
test(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
Evaluates the predicate.
test(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
Evaluates the predicate.
TH - Static variable in class com.opengamma.strata.basics.location.Country
The country 'TH' - Thailand.
THB - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'THB' - Thai Baht.
theta(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the theta of the bond future option product.
theta(BondFutureOption, LegalEntityDiscountingProvider, BlackVolatilityBondFutureProvider, double) - Method in class com.opengamma.strata.pricer.bond.BlackBondFutureOptionMarginedProductPricer
Calculates the theta of the bond future option product based on the price of the underlying future.
theta(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the Black theta of the foreign exchange vanilla option product.
third() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
The meta-property for the third property.
THIRTY_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30/360 ISDA' day count, which treats input day-of-month 31 specially.
THIRTY_360_PSA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30/360 PSA' day count, which treats input day-of-month 31 and end of February specially.
THIRTY_E_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30E/360' day count, which treats input day-of-month 31 specially.
THIRTY_E_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30E/360 ISDA' day count, which treats input day-of-month 31 and end of February specially.
THIRTY_EPLUS_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30E+/360' day count, which treats input day-of-month 31 specially.
THIRTY_U_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30U/360' day count, which treats input day-of-month 31 and end of February specially.
THIRTY_U_360_EOM - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30U/360 EOM' day count, which treats input day-of-month 31 and end of February specially.
ThreeLegBasisSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for three leg basis swap trades.
ThreeLegBasisSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard three leg basis swap conventions.
ThreeLegBasisSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a three leg basis swap.
ThreeLegBasisSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for ThreeLegBasisSwapCurveNode.
ThreeLegBasisSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for ThreeLegBasisSwapCurveNode.
ThreeLegBasisSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating Fixed-Ibor-Ibor swap trades.
ThreeLegBasisSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for ThreeLegBasisSwapTemplate.
ThreeLegBasisSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for ThreeLegBasisSwapTemplate.
THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
An instance declaring all days as business days except Thursday/Friday weekends.
tickSize(double) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder
Sets the size of each tick.
tickSize() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta
The meta-property for the tickSize property.
tickSize(double) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
Sets the size of each tick.
tickSize() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
The meta-property for the tickSize property.
tickValue(CurrencyAmount) - Method in class com.opengamma.strata.product.future.GenericFuture.Builder
Sets the monetary value of one tick.
tickValue() - Method in class com.opengamma.strata.product.future.GenericFuture.Meta
The meta-property for the tickValue property.
tickValue(CurrencyAmount) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
Sets the monetary value of one tick.
tickValue() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
The meta-property for the tickValue property.
TIME_SQUARE - Static variable in class com.opengamma.strata.market.interpolator.CurveInterpolators
Time square interpolator.
timeSeries() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
The meta-property for the timeSeries property.
timeSeries(Map<? extends ObservableKey, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
Sets the time-series in the builder, replacing any existing values.
timeSeries(ObservableId) - Method in class com.opengamma.strata.calc.marketdata.function.MissingDataAwareTimeSeriesProvider
 
timeSeries(ObservableId) - Method in interface com.opengamma.strata.calc.marketdata.function.TimeSeriesProvider
Returns a time series of market data for the specified ID.
timeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements.Meta
The meta-property for the timeSeries property.
timeSeries() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
The meta-property for the timeSeries property.
timeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Sets the time series in this builder, replacing the existing set.
timeSeries() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the timeSeries property.
timeSeries(Index, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds a time-series to the provider.
timeSeries(Map<? extends Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProviderBuilder
Adds time-series to the provider.
timeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
The meta-property for the timeSeriesFailures property.
timeSeriesFailures(Map<MarketDataId<?>, Failure>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
Sets details of failures when building time series of market data values.
timeSeriesFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Meta
The meta-property for the timeSeriesFailures property.
TimeSeriesProvider - Interface in com.opengamma.strata.calc.marketdata.function
A source of time series of observable market data.
timeSeriesRequirements(Set<ObservableKey>) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
Sets keys identifying the time series of market data values required for the calculations.
timeSeriesRequirements(ObservableKey...) - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
Sets the timeSeriesRequirements property in the builder from an array of objects.
timeSeriesRequirements() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Meta
The meta-property for the timeSeriesRequirements property.
TO_STRING - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The default formatter that returns the value of the toString() method.
toAdjustedDate(LocalDate) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Returns an adjustable date instance resulting from applying this adjustment to a date.
toArray() - Method in class com.opengamma.strata.collect.array.DoubleArray
Converts this instance to an independent double[].
toArray() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Converts this instance to an independent double[][].
toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns the underlying array.
toArrayUnsafe() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns the underlying array.
toAsciiTableString() - Method in interface com.opengamma.strata.report.Report
Gets this report as an ASCII table string.
toBuilder() - Method in class com.opengamma.strata.basics.currency.FxMatrix
Creates a new builder using the data from this matrix to create a set of initial entries.
toBuilder() - Method in class com.opengamma.strata.basics.currency.Payment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
Returns a builder populated with the same data as this instance.
toBuilder() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.schedule.Schedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.value.ValueSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.value.ValueStep
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.CalculationRules
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.Column
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
Returns a mutable builder containing the data from this object.
toBuilder() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.runner.CalculationResult
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.calc.runner.Results
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Return a builder populated with the values from this series.
toBuilder() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.CurveGroup
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.CurveInputs
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Converts this instance to a builder allowing changes to be made.
toBuilder(LocalDate) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Converts this instance to a builder allowing changes to be made.
toBuilder() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.CmsLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.CmsPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.CmsTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.Cds
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.CdsTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.ExpandedCds
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.FeeLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.equity.Equity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.equity.EquityTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.ExpandedFra
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.Fra
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.FraTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.future.GenericFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.future.GenericFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.future.GenericFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdf
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.IborFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPayment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.IborRateObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.SecurityLink
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ExpandedSwap
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.FxReset
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.NotionalExchange
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.ResetSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.StubCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.Swap
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.SwapTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.CashSettlement
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.Swaption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.TradeInfo
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.product.UnitSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.ReportCalculationResults
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.ReportRequirements
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReport
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
Returns a builder that allows this bean to be mutated.
toConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Returns the market convention currency pair for the currencies in the pair.
toConventional() - Method in class com.opengamma.strata.basics.currency.FxRate
Returns an FX rate object representing the market convention rate between the two currencies.
toCurveParameterSize() - Method in interface com.opengamma.strata.market.curve.NodalCurveDefinition
Converts this definition to the summary form.
toFxConvertibleList() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils
Returns a collector which can be used at the end of a stream of FxConvertible to build a FxConvertibleList.
toFxForwardSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Converts this sensitivity to an FxForwardSensitivity.
toIborIndex(Tenor) - Method in class com.opengamma.strata.basics.index.FloatingRateName
Checks and returns an Ibor index.
toImmutable() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Returns an immutable version of this object.
toImmutableList() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable list.
toImmutableListMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multimap.
toImmutableListMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multimap.
toImmutableMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable map.
toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable map.
toImmutableMultiset() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multiset.
toImmutableSet() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable set.
toImmutableSetMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multimap.
toImmutableSetMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multimap.
toImmutableSortedMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable sorted map.
toImmutableSortedMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable sorted map.
toImmutableSortedSet() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable sorted set.
toImmutableSortedSet(Comparator<? super T>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable sorted set.
token() - Method in enum com.opengamma.strata.report.framework.expression.ValueRootType
Gets the token that the root type corresponds to.
TokenEvaluator<T> - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against an object to produce another object.
TokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TokenEvaluator
 
tokens(Bean) - Method in class com.opengamma.strata.report.framework.expression.BeanTokenEvaluator
 
tokens(CurrencyAmount) - Method in class com.opengamma.strata.report.framework.expression.CurrencyAmountTokenEvaluator
 
tokens(CurveCurrencyParameterSensitivities) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivitiesTokenEvaluator
 
tokens(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.report.framework.expression.CurveCurrencyParameterSensitivityTokenEvaluator
 
tokens(Iterable<?>) - Method in class com.opengamma.strata.report.framework.expression.IterableTokenEvaluator
 
tokens(Map<?, ?>) - Method in class com.opengamma.strata.report.framework.expression.MapTokenEvaluator
 
tokens(T) - Method in class com.opengamma.strata.report.framework.expression.TokenEvaluator
Gets the set of supported token for the given object.
tokens(Trade) - Method in class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
 
tokens(Object) - Static method in class com.opengamma.strata.report.framework.expression.ValuePathEvaluator
Gets the supported tokens on the given object.
toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
Creates a leg based on this convention.
toList() - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns a list equivalent to this array.
toMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Converts this MultiCurrencyAmount to a map keyed by currency.
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.basics.market.FxRateKey
 
toMarketDataId(MarketDataFeed) - Method in interface com.opengamma.strata.basics.market.ObservableKey
Converts this key to the matching identifier.
toMarketDataId(MarketDataFeed) - Method in interface com.opengamma.strata.basics.market.SimpleMarketDataKey
Converts this key to the matching identifier.
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.CurveGroupKey
 
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.CurveInputsKey
 
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IndexRateKey
 
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
 
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
 
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
 
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
 
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
 
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.QuoteKey
 
toMarketDataKey() - Method in class com.opengamma.strata.basics.market.FxRateId
 
toMarketDataKey() - Method in interface com.opengamma.strata.basics.market.MarketDataId
Converts this ID to the associated key.
toMarketDataKey() - Method in interface com.opengamma.strata.basics.market.ObservableId
 
toMarketDataKey() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
 
toMarketDataKey() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.CurveGroupId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.CurveInputsId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.IndexRateId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.QuoteId
 
toMarketDataKey() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
 
toMultiCurrencyArray() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils
Returns a collector which can be used at the end of a stream of MultiCurrencyAmount to build a MultiCurrencyValuesArray.
toMutable() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Returns a mutable version of this object.
toNodalCurve() - Method in interface com.opengamma.strata.market.curve.Curve
Converts this curve to a nodal curve.
toNodalCurve() - Method in interface com.opengamma.strata.market.curve.NodalCurve
 
toNodalCurve() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
toNodalSurface() - Method in interface com.opengamma.strata.market.surface.NodalSurface
 
toNodalSurface() - Method in interface com.opengamma.strata.market.surface.Surface
Concerts this surface to a nodal surface.
toObject(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Converts a double array to a Double array.
toOvernightIndex() - Method in class com.opengamma.strata.basics.index.FloatingRateName
Converts to an OvernightIndex.
toPair() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Converts this pair to an object-based Pair.
toPair() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Converts this pair to an object-based Pair.
toPair() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Converts this pair to an object-based Pair.
toPair() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Converts this pair to an object-based Pair.
toPair() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Converts this pair to an object-based Pair.
toPriceIndex() - Method in class com.opengamma.strata.basics.index.FloatingRateName
Converts to an PriceIndex.
toPrimitive(Double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Converts a Double array to a double array.
toRollConvention(LocalDate, LocalDate, Frequency, boolean) - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Converts this stub convention to the appropriate roll convention.
toScenarioResult() - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils
Returns a collector which can be used at the end of a stream of results to build a ScenarioResult which will support automatic currency conversion where possible.
toScenarioResult(boolean) - Static method in class com.opengamma.strata.calc.runner.function.FunctionUtils
Returns a collector which can be used at the end of a stream of results to build a ScenarioResult.
toSingleCurveRatesProvider(MarketData, Currency, Set<? extends Index>, NodalCurve) - Static method in class com.opengamma.strata.function.calculation.rate.MarketDataUtils
Creates a rates provider from a set of market data containing a single discounting curve, and forward curves and fixing series for a given set of indices.
toString() - Method in enum com.opengamma.strata.basics.BuySell
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.currency.Currency
Returns a string representation of the currency, which is the three letter code.
toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Gets the amount as a string.
toString() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Returns the formatted string version of the currency pair.
toString() - Method in class com.opengamma.strata.basics.currency.FxMatrix
 
toString() - Method in class com.opengamma.strata.basics.currency.FxRate
Returns the formatted string version of the currency pair.
toString() - Method in class com.opengamma.strata.basics.currency.FxRatesArray
 
toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the amount as a string.
toString() - Method in class com.opengamma.strata.basics.currency.Payment.Builder
 
toString() - Method in class com.opengamma.strata.basics.currency.Payment
 
toString() - Method in class com.opengamma.strata.basics.date.AdjustableDate
Returns a string describing the adjustable date.
toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Returns the name of the calendar.
toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.date.Tenor
Returns a formatted string representing the tenor.
toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.index.FloatingRateName
Returns the name of the index.
toString() - Method in enum com.opengamma.strata.basics.index.FloatingRateType
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.location.Country
Returns a string representation of the country, which is the two letter code.
toString() - Method in enum com.opengamma.strata.basics.LongShort
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.market.FxRateId
 
toString() - Method in class com.opengamma.strata.basics.market.FxRateKey
 
toString() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData
 
toString() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData
 
toString() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData
 
toString() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
 
toString() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox
 
toString() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList
 
toString() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
 
toString() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox
 
toString() - Method in enum com.opengamma.strata.basics.PayReceive
Returns the formatted unique name of the type.
toString() - Method in enum com.opengamma.strata.basics.PutCall
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.schedule.Frequency
Returns a formatted string representing the periodic frequency.
toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
toString() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
toString() - Method in class com.opengamma.strata.basics.schedule.Schedule
 
toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
toString() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
toString() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
toString() - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.value.ValueDerivatives
 
toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
toString() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
toString() - Method in class com.opengamma.strata.basics.value.ValueStep
 
toString() - Method in class com.opengamma.strata.calc.CalculationRules.Builder
 
toString() - Method in class com.opengamma.strata.calc.CalculationRules
 
toString() - Method in class com.opengamma.strata.calc.Column.Builder
 
toString() - Method in class com.opengamma.strata.calc.Column
 
toString() - Method in class com.opengamma.strata.calc.config.AllTargetsMarketDataRule
 
toString() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRule
 
toString() - Method in class com.opengamma.strata.calc.config.DefaultMarketDataRules
 
toString() - Method in class com.opengamma.strata.calc.config.FunctionConfig
 
toString() - Method in class com.opengamma.strata.calc.config.pricing.ConfiguredFunctionGroup
 
toString() - Method in class com.opengamma.strata.calc.config.pricing.DefaultFunctionGroup
 
toString() - Method in class com.opengamma.strata.calc.config.pricing.DefaultPricingRules
 
toString() - Method in class com.opengamma.strata.calc.config.pricing.PricingRule
 
toString() - Method in class com.opengamma.strata.calc.marketdata.config.MarketDataConfig
 
toString() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements.Builder
 
toString() - Method in class com.opengamma.strata.calc.marketdata.FunctionRequirements
 
toString() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings.Builder
 
toString() - Method in class com.opengamma.strata.calc.marketdata.mapping.DefaultMarketDataMappings
 
toString() - Method in class com.opengamma.strata.calc.marketdata.MarketDataRequirements
 
toString() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment
 
toString() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult.Builder
 
toString() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentResult
 
toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping.Builder
 
toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.PerturbationMapping
 
toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition.Builder
 
toString() - Method in class com.opengamma.strata.calc.marketdata.scenario.ScenarioDefinition
 
toString() - Method in class com.opengamma.strata.calc.runner.CalculationResult.Builder
 
toString() - Method in class com.opengamma.strata.calc.runner.CalculationResult
 
toString() - Method in class com.opengamma.strata.calc.runner.CalculationTask
 
toString() - Method in class com.opengamma.strata.calc.runner.CalculationTasks
 
toString() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray
 
toString() - Method in class com.opengamma.strata.calc.runner.function.result.DefaultScenarioResult
 
toString() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList
 
toString() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray
 
toString() - Method in class com.opengamma.strata.calc.runner.MissingMappingId
 
toString() - Method in class com.opengamma.strata.calc.runner.NoMatchingRuleId
 
toString() - Method in class com.opengamma.strata.calc.runner.Results.Builder
 
toString() - Method in class com.opengamma.strata.calc.runner.Results
 
toString() - Method in class com.opengamma.strata.collect.array.DoubleArray
 
toString() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
 
toString() - Method in class com.opengamma.strata.collect.id.StandardId
Returns the identifier in a stahndard string format.
toString() - Method in class com.opengamma.strata.collect.id.StandardLink
 
toString() - Method in class com.opengamma.strata.collect.io.CsvFile
Returns a string describing the CSV file.
toString() - Method in class com.opengamma.strata.collect.io.IniFile
Returns a string describing the INI file.
toString() - Method in class com.opengamma.strata.collect.io.PropertiesFile
Returns a string describing the file.
toString() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns a string describing the property set.
toString() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Returns a string describing the locator.
toString() - Method in class com.opengamma.strata.collect.io.XmlElement
Returns a string summary of the element.
toString() - Method in class com.opengamma.strata.collect.io.XmlFile
Returns a string describing the file.
toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum.ExternalEnumNames
 
toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
 
toString() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Returns this range as a string, such as [2009-12-03,2014-06-30).
toString() - Method in class com.opengamma.strata.collect.result.Failure
 
toString() - Method in class com.opengamma.strata.collect.result.FailureItem
 
toString() - Method in class com.opengamma.strata.collect.result.Result
 
toString() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Returns a string representation of the point.
toString() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.ObjDoublePair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.ObjIntPair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.type.TypedString
Returns the name.
toString() - Method in class com.opengamma.strata.function.marketdata.curve.CurveParallelShifts
 
toString() - Method in class com.opengamma.strata.function.marketdata.curve.CurvePointShifts
 
toString() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
toString() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
 
toString() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig.Builder
 
toString() - Method in class com.opengamma.strata.function.marketdata.fx.FxRateConfig
 
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountCurveMapping
 
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.IborIndexCurveMapping
 
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.OvernightIndexCurveMapping
 
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.SwaptionVolatilitiesMapping
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyCurveFilter
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyDiscountCurveFilter
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.AnyIndexForwardCurveFilter
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.CurveNameFilter
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.IndexCurveFilter
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenario.curve.RateCurveCurrencyFilter
 
toString() - Method in class com.opengamma.strata.market.amount.CashFlow
 
toString() - Method in class com.opengamma.strata.market.amount.CashFlows
 
toString() - Method in class com.opengamma.strata.market.amount.LegAmounts
 
toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
toString(StringBuilder) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
toString() - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
toString() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
toString() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
 
toString() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
 
toString() - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.CurveGroup
 
toString() - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
 
toString() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.CurveGroupEntry
 
toString() - Method in class com.opengamma.strata.market.curve.CurveInputs.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.CurveInputs
 
toString() - Method in class com.opengamma.strata.market.curve.CurveParameterSize
 
toString() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivities
 
toString() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
 
toString() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition
 
toString() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveInputs
 
toString() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs
 
toString() - Method in class com.opengamma.strata.market.curve.JacobianCalibrationMatrix
 
toString() - Method in class com.opengamma.strata.market.curve.meta.SimpleCurveNodeMetadata
 
toString() - Method in class com.opengamma.strata.market.curve.meta.TenorCurveNodeMetadata
 
toString() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata
 
toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.perturb.CurveParallelShift
 
toString() - Method in class com.opengamma.strata.market.curve.perturb.CurvePointShift
 
toString() - Method in class com.opengamma.strata.market.curve.perturb.IndexedCurvePointShift
 
toString() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
toString() - Method in class com.opengamma.strata.market.explain.ExplainMap
 
toString() - Method in class com.opengamma.strata.market.id.CurveGroupId
 
toString() - Method in class com.opengamma.strata.market.id.CurveInputsId
 
toString() - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
toString() - Method in class com.opengamma.strata.market.id.IborIndexCurveId
 
toString() - Method in class com.opengamma.strata.market.id.IndexRateId
 
toString() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveInputsId
 
toString() - Method in class com.opengamma.strata.market.id.IsdaIndexRecoveryRateId
 
toString() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveInputsId
 
toString() - Method in class com.opengamma.strata.market.id.IsdaSingleNameRecoveryRateId
 
toString() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveInputsId
 
toString() - Method in class com.opengamma.strata.market.id.OvernightIndexCurveId
 
toString() - Method in class com.opengamma.strata.market.id.PriceIndexCurveId
 
toString() - Method in class com.opengamma.strata.market.id.QuoteId
 
toString() - Method in class com.opengamma.strata.market.id.SwaptionVolatilitiesId
 
toString() - Method in class com.opengamma.strata.market.key.CurveGroupKey
 
toString() - Method in class com.opengamma.strata.market.key.CurveInputsKey
 
toString() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
 
toString() - Method in class com.opengamma.strata.market.key.IborIndexCurveKey
 
toString() - Method in class com.opengamma.strata.market.key.IndexRateKey
 
toString() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveInputsKey
 
toString() - Method in class com.opengamma.strata.market.key.IsdaIndexRecoveryRateKey
 
toString() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveInputsKey
 
toString() - Method in class com.opengamma.strata.market.key.IsdaSingleNameRecoveryRateKey
 
toString() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveInputsKey
 
toString() - Method in class com.opengamma.strata.market.key.OvernightIndexCurveKey
 
toString() - Method in class com.opengamma.strata.market.key.PriceIndexCurveKey
 
toString() - Method in class com.opengamma.strata.market.key.QuoteKey
 
toString() - Method in class com.opengamma.strata.market.key.scenario.QuotesArrayKey
 
toString() - Method in class com.opengamma.strata.market.key.SwaptionVolatilitiesKey
 
toString() - Method in class com.opengamma.strata.market.option.DeltaStrike
 
toString() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
toString() - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
toString() - Method in class com.opengamma.strata.market.option.SimpleStrike
 
toString() - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
toString() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
toString() - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
toString() - Method in enum com.opengamma.strata.market.ShiftType
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
toString() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
 
toString() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
toString() - Method in class com.opengamma.strata.market.surface.EmptySurfaceParameterMetadata
 
toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
 
toString() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
toString() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata
 
toString() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata
 
toString() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata
 
toString() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
 
toString() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
 
toString() - Method in class com.opengamma.strata.market.value.CdsRecoveryRate
 
toString() - Method in enum com.opengamma.strata.market.value.CompoundedRateType
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.market.value.scenario.QuotesArray
 
toString() - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
 
toString() - Method in class com.opengamma.strata.market.view.DiscountFxIndexRates
 
toString() - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
 
toString() - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
 
toString() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
toString() - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
 
toString() - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
 
toString() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
toString() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
toString() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
toString() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
 
toString() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider
 
toString() - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
 
toString() - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
 
toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
 
toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider
 
toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
 
toString() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider
 
toString() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider
 
toString() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
toString() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
toString() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
toString() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
 
toString() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider
 
toString() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
toString() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
toString() - Method in class com.opengamma.strata.product.bond.BondFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFuture
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOption
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.BondFutureTrade
 
toString() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBond
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade
 
toString() - Method in enum com.opengamma.strata.product.bond.YieldConvention
/** Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.cms.Cms
 
toString() - Method in class com.opengamma.strata.product.cms.CmsLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.CmsLeg
 
toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.CmsPeriod
 
toString() - Method in enum com.opengamma.strata.product.cms.CmsPeriodType
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.CmsTrade
 
toString() - Method in class com.opengamma.strata.product.cms.ExpandedCms
 
toString() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.cms.ExpandedCmsLeg
 
toString() - Method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.credit.Cds.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.Cds
 
toString() - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.CdsTrade
 
toString() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.ExpandedCds
 
toString(StringBuilder) - Method in class com.opengamma.strata.product.credit.ExpandedCds
 
toString() - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.FeeLeg
 
toString() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.IndexReferenceInformation
 
toString() - Method in class com.opengamma.strata.product.credit.PeriodicPayments.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.PeriodicPayments
 
toString() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.SingleNameReferenceInformation
 
toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
toString() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit
 
toString() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit
 
toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDeposit
 
toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade
 
toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.TermDeposit
 
toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade
 
toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
 
toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
 
toString() - Method in class com.opengamma.strata.product.equity.Equity.Builder
 
toString() - Method in class com.opengamma.strata.product.equity.Equity
 
toString() - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.equity.EquityTrade
 
toString() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.ExpandedFra
 
toString() - Method in class com.opengamma.strata.product.fra.Fra.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.Fra
 
toString() - Method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
/** Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.FraTrade
 
toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.type.FraTemplate
 
toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
toString() - Method in class com.opengamma.strata.product.future.GenericFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.future.GenericFuture
 
toString() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.product.future.GenericFutureOption
 
toString() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.future.GenericFutureTrade
 
toString() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.ExpandedFxNdf
 
toString() - Method in class com.opengamma.strata.product.fx.ExpandedFxSingle
 
toString() - Method in class com.opengamma.strata.product.fx.ExpandedFxSwap
 
toString() - Method in class com.opengamma.strata.product.fx.FxNdf.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxNdf
 
toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxNdfTrade
 
toString() - Method in class com.opengamma.strata.product.fx.FxSingle
 
toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxSingleTrade
 
toString() - Method in class com.opengamma.strata.product.fx.FxSwap
 
toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxSwapTrade
 
toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOption
 
toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade
 
toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
toString() - Method in class com.opengamma.strata.product.index.IborFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFuture
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOption
 
toString(StringBuilder) - Method in class com.opengamma.strata.product.index.IborFutureOption
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.index.IborFutureTrade
 
toString() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
 
toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
toString() - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
 
toString() - Method in class com.opengamma.strata.product.payment.BulletPayment
 
toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade
 
toString() - Method in class com.opengamma.strata.product.rate.FixedRateObservation.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.FixedRateObservation
 
toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing
 
toString() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.IborAveragedRateObservation
 
toString() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.IborInterpolatedRateObservation
 
toString() - Method in class com.opengamma.strata.product.rate.IborRateObservation.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.IborRateObservation
 
toString() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
 
toString(StringBuilder) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation
 
toString() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.InflationMonthlyRateObservation
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightAveragedRateObservation
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation.Builder
 
toString() - Method in class com.opengamma.strata.product.rate.OvernightCompoundedRateObservation
 
toString() - Method in class com.opengamma.strata.product.SecurityLink.Builder
 
toString() - Method in class com.opengamma.strata.product.SecurityLink
 
toString() - Method in enum com.opengamma.strata.product.swap.CompoundingMethod
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture
 
toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade
 
toString() - Method in class com.opengamma.strata.product.swap.ExpandedSwap.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ExpandedSwap
 
toString() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg
 
toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.FixedRateCalculation
 
toString() - Method in enum com.opengamma.strata.product.swap.FixingRelativeTo
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.swap.FxReset.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.FxReset
 
toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.FxResetCalculation
 
toString() - Method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.FxResetNotionalExchange
 
toString() - Method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.IborRateCalculation
 
toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ImmutableSwapIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.InflationRateCalculation
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg
 
toString() - Method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.swap.NotionalExchange.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.NotionalExchange
 
toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.NotionalSchedule
 
toString() - Method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.OvernightRateCalculation
 
toString() - Method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.PaymentSchedule
 
toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod
 
toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg
 
toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.RatePaymentPeriod
 
toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg
 
toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.ResetSchedule
 
toString() - Method in class com.opengamma.strata.product.swap.StubCalculation.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.StubCalculation
 
toString() - Method in class com.opengamma.strata.product.swap.Swap.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.Swap
 
toString() - Method in enum com.opengamma.strata.product.swap.SwapLegType
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.SwapTrade
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.FixedRateSwapLegConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.IborRateSwapLegConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.OvernightRateSwapLegConvention
 
toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
 
toString() - Method in class com.opengamma.strata.product.swaption.CashSettlement.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.CashSettlement
 
toString() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption
 
toString() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.PhysicalSettlement
 
toString() - Method in enum com.opengamma.strata.product.swaption.SettlementType
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.Swaption
 
toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade
 
toString() - Method in class com.opengamma.strata.product.TradeInfo.Builder
 
toString() - Method in class com.opengamma.strata.product.TradeInfo
 
toString() - Method in class com.opengamma.strata.product.UnitSecurity.Builder
 
toString() - Method in class com.opengamma.strata.product.UnitSecurity
 
toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
toString() - Method in class com.opengamma.strata.report.framework.format.FormatSettings
 
toString() - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
 
toString() - Method in class com.opengamma.strata.report.ReportCalculationResults
 
toString() - Method in class com.opengamma.strata.report.ReportRequirements.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
 
toString() - Method in class com.opengamma.strata.report.ReportRequirements
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.ReportRequirements
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReport
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
total(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an instance from the total of a list of CurrencyAmount objects.
total() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns the total of all the values in the matrix.
total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Totals all the sensitivity values.
total() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivities
Totals all the sensitivity values.
total() - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Totals the sensitivity values.
total() - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Totals the sensitivity values.
total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Totals all the sensitivity values.
total() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivities
Totals all the sensitivity values.
total() - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Totals the sensitivity values.
toTemplate() - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Creates a template based on this convention.
toTemplate(Period) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Creates a template based on this convention, specifying the period from start to end.
toTemplate(Period) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Creates a template based on this convention, specifying the period from start to end.
toTemplate(Period) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Creates a template based on this convention, specifying the period to start.
toTrade(LocalDate, LocalDate, BuySell, double, double, ReferenceInformation, double, LocalDate) - Method in interface com.opengamma.strata.product.credit.type.CdsConvention
Creates a CDS from the convention.
toTrade(LocalDate, LocalDate, BuySell, double, double, ReferenceInformation, double, LocalDate) - Method in class com.opengamma.strata.product.credit.type.ImmutableCdsConvention
 
toTrade(LocalDate, Period, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.IborFixingDepositConvention
Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.IborFixingDepositTemplate
Creates a trade based on this template.
toTrade(LocalDate, Period, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableIborFixingDepositConvention
 
toTrade(LocalDate, Period, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.ImmutableTermDepositConvention
 
toTrade(LocalDate, Period, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.deposit.type.TermDepositConvention
Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.deposit.type.TermDepositTemplate
Creates a trade based on this template.
toTrade(LocalDate, Period, Period, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.fra.type.FraConvention
Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.fra.type.FraTemplate
Creates a trade based on this template.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.fra.type.ImmutableFraConvention
 
toTrade(LocalDate, Period, Period, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.fx.type.FxSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.fx.type.FxSwapTemplate
Creates a trade based on this template.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.fx.type.ImmutableFxSwapConvention
 
toTrade(LocalDate, Period, int, long, double, double) - Method in interface com.opengamma.strata.product.index.type.IborFutureConvention
Creates a trade based on this convention.
toTrade(LocalDate, long, double, double) - Method in class com.opengamma.strata.product.index.type.IborFutureTemplate
Creates a trade based on this template.
toTrade(LocalDate, Period, int, long, double, double) - Method in class com.opengamma.strata.product.index.type.ImmutableIborFutureConvention
 
toTrade(LocalDate, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Creates a spot-starting trade based on this convention.
toTrade(LocalDate, Period, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Creates a forward-starting trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedIborSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.FixedIborSwapTemplate
Creates a trade based on this template.
toTrade(LocalDate, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Creates a spot-starting trade based on this convention.
toTrade(LocalDate, Period, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Creates a forward-starting trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.FixedOvernightSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.FixedOvernightSwapTemplate
Creates a trade based on this template.
toTrade(LocalDate, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Creates a spot-starting trade based on this convention.
toTrade(LocalDate, Period, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Creates a forward-starting trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.IborIborSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.IborIborSwapTemplate
Creates a trade based on this template.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedIborSwapConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableFixedOvernightSwapConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableIborIborSwapConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableThreeLegBasisSwapConvention
 
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.swap.type.ImmutableXCcyIborIborSwapConvention
 
toTrade(LocalDate, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Creates a spot-starting trade based on this convention.
toTrade(LocalDate, Period, Tenor, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Creates a forward-starting trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in interface com.opengamma.strata.product.swap.type.ThreeLegBasisSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.product.swap.type.ThreeLegBasisSwapTemplate
Creates a trade based on this template.
toTrade(LocalDate, Tenor, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Creates a spot-starting trade based on this convention.
toTrade(LocalDate, Period, Tenor, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Creates a forward-starting trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double, double) - Method in interface com.opengamma.strata.product.swap.type.XCcyIborIborSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double, double) - Method in class com.opengamma.strata.product.swap.type.XCcyIborIborSwapTemplate
Creates a trade based on this template.
toUnadjusted() - Method in class com.opengamma.strata.basics.schedule.Schedule
Converts this schedule to a schedule where every adjusted date is reset to the unadjusted equivalent.
toValueAdjustment(double) - Method in enum com.opengamma.strata.market.ShiftType
Returns a value adjustment that applies the shift amount using appropriate logic for the shift type.
TR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'TR' - Turkey.
Trade - Interface in com.opengamma.strata.basics
A single trade.
trade(LocalDate, MarketData) - Method in interface com.opengamma.strata.market.curve.CurveNode
Creates a trade representing the instrument at the node.
trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.FixedIborSwapCurveNode
 
trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.FixedOvernightSwapCurveNode
 
trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.FraCurveNode
 
trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.FxSwapCurveNode
 
trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.IborFixingDepositCurveNode
 
trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.IborFutureCurveNode
 
trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.IborIborSwapCurveNode
 
trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.TermDepositCurveNode
 
trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.ThreeLegBasisSwapCurveNode
 
trade(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.node.XCcyIborIborSwapCurveNode
 
TRADE_NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The notional, as defined in the trade.
TradeCalibrationMeasure<T extends Trade> - Class in com.opengamma.strata.pricer.calibration
Provides calibration measures for a single type of trade based on functions.
TradeConvention - Interface in com.opengamma.strata.product
A market convention for trades.
tradeDate(LocalDate) - Method in class com.opengamma.strata.product.TradeInfo.Builder
Sets the trade date, optional.
tradeDate() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the tradeDate property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.bond.BondFutureOptionTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.bond.BondFutureTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.bond.FixedCouponBondTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.cms.CmsTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.cms.CmsTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.credit.CdsTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.credit.CdsTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.deposit.IborFixingDepositTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.deposit.TermDepositTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.equity.EquityTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.equity.EquityTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.fra.FraTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.fra.FraTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.future.GenericFutureOptionTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.future.GenericFutureTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.fx.FxNdfTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.fx.FxSingleTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.fx.FxSwapTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.fx.FxVanillaOptionTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.index.IborFutureOptionTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.index.IborFutureTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.index.IborFutureTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.payment.BulletPaymentTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.swap.SwapTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.swap.SwapTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Builder
Sets the additional trade information, defaulted to an empty instance.
tradeInfo() - Method in class com.opengamma.strata.product.swaption.SwaptionTrade.Meta
The meta-property for the tradeInfo property.
TradeInfo - Class in com.opengamma.strata.product
Additional information about a trade.
TradeInfo.Builder - Class in com.opengamma.strata.product
The bean-builder for TradeInfo.
TradeInfo.Meta - Class in com.opengamma.strata.product
The meta-bean for TradeInfo.
tradeMeasureRequirements(List<Column>) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
Sets the trade-level measure requirements.
tradeMeasureRequirements(Column...) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
Sets the tradeMeasureRequirements property in the builder from an array of objects.
tradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
The meta-property for the tradeMeasureRequirements property.
tradePrice(double) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Builder
Sets the trade price of the future.
tradePrice() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFutureTrade.Meta
The meta-property for the tradePrice property.
TradeReport - Class in com.opengamma.strata.report.trade
Represents a trade report.
TradeReport.Builder - Class in com.opengamma.strata.report.trade
The bean-builder for TradeReport.
TradeReport.Meta - Class in com.opengamma.strata.report.trade
The meta-bean for TradeReport.
TradeReportColumn - Class in com.opengamma.strata.report.trade
Describes a column in a trade report.
TradeReportColumn(TradeReportColumn.Builder) - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn
Restricted constructor.
TradeReportColumn.Builder - Class in com.opengamma.strata.report.trade
The bean-builder for TradeReportColumn.
TradeReportColumn.Meta - Class in com.opengamma.strata.report.trade
The meta-bean for TradeReportColumn.
TradeReportFormatter - Class in com.opengamma.strata.report.trade
Formatter for trade reports.
TradeReportRunner - Class in com.opengamma.strata.report.trade
Report runner for trade reports.
TradeReportTemplate - Class in com.opengamma.strata.report.trade
Describes the contents and layout of a trade report.
TradeReportTemplate.Builder - Class in com.opengamma.strata.report.trade
The bean-builder for TradeReportTemplate.
TradeReportTemplate.Meta - Class in com.opengamma.strata.report.trade
The meta-bean for TradeReportTemplate.
TradeReportTemplateIniLoader - Class in com.opengamma.strata.report.trade
Loads a trade report template from the standard INI file format.
TradeReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
 
trades(LocalDate, MarketData) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Creates a list of trades representing the instrument at each node.
trades(List<Trade>) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
Sets the trades on which the results are calculated.
trades(Trade...) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
Sets the trades property in the builder from an array of objects.
trades() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the trades property.
TradeTemplate - Interface in com.opengamma.strata.product
A template used to create a trade.
tradeTime(LocalTime) - Method in class com.opengamma.strata.product.TradeInfo.Builder
Sets the trade time, optional.
tradeTime() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the tradeTime property.
TradeTokenEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a token against a trade to produce another object.
TradeTokenEvaluator() - Constructor for class com.opengamma.strata.report.framework.expression.TradeTokenEvaluator
 
transpose() - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Transposes the matrix.
Triple<A,B,C> - Class in com.opengamma.strata.collect.tuple
An immutable triple consisting of three elements.
Triple.Meta<A,B,C> - Class in com.opengamma.strata.collect.tuple
The meta-bean for Triple.
TRY - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'TRY' - Turkish Lira.
Tuple - Interface in com.opengamma.strata.collect.tuple
Base interface for all tuple types.
TWD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'TWD' - New Taiwan Dollar.
type() - Method in class com.opengamma.strata.basics.index.FloatingRateName.Meta
The meta-property for the type property.
type() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
The meta-property for the type property.
type(SwapLegType) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Sets the type of the leg, such as Fixed or Ibor.
type() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
The meta-property for the type property.
type(SwapLegType) - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Builder
Sets the type of the leg, such as Fixed or Ibor.
type() - Method in class com.opengamma.strata.product.swap.ExpandedSwapLeg.Meta
The meta-property for the type property.
type() - Method in class com.opengamma.strata.product.swap.KnownAmountSwapLeg.Meta
The meta-property for the type property.
type() - Method in class com.opengamma.strata.product.swap.RateCalculationSwapLeg.Meta
The meta-property for the type property.
type(SwapLegType) - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Builder
Sets the type of the leg, such as Fixed or Ibor.
type() - Method in class com.opengamma.strata.product.swap.RatePeriodSwapLeg.Meta
The meta-property for the type property.
TypedReferenceData - Interface in com.opengamma.strata.basics.market
Provides typed access to reference data, such as securities and time-series.
TypedString<T extends TypedString<T>> - Class in com.opengamma.strata.collect.type
An abstract class designed to enable typed strings.
TypedString(String) - Constructor for class com.opengamma.strata.collect.type.TypedString
Creates an instance.
TypedString(String, Pattern, String) - Constructor for class com.opengamma.strata.collect.type.TypedString
Creates an instance, validating the name against a regex.
typedValues() - Method in class com.opengamma.strata.basics.market.ImmutableReferenceData.Meta
The meta-property for the typedValues property.
types() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData
 
types() - Method in interface com.opengamma.strata.basics.market.TypedReferenceData
Gets the available types.

U

UAH - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'UAH' - Ukrainian Hryvnia.
UK_HICP - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The harmonized consumer price index for the United Kingdom, "Non-revised Harmonised Index of Consumer Prices".
UK_RPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The retail price index for the United Kingdom, "Non-revised Retail Price Index All Items in the United Kingdom".
UK_RPIX - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The retail price index for the United Kingdom excluding mortgage interest payments, "Non-revised Retail Price Index Excluding Mortgage Interest Payments in the United Kingdom".
unadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
The meta-property for the unadjusted property.
UNADJUSTED_END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The accrual end date, before any business day adjustment.
UNADJUSTED_PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The payment date, before any business day adjustment.
UNADJUSTED_START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The accrual start date, before any business day adjustment.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the unadjusted end date.
unadjustedEndDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.KnownAmountPaymentPeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the unadjusted start date.
unadjustedStartDate() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the unadjustedStartDate property.
unaryOperator(CheckedUnaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the UnaryOperator interface.
Unchecked - Class in com.opengamma.strata.collect
Static utility methods that convert checked exceptions to unchecked.
underlying(FxSingle) - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Builder
Sets the underlying foreign exchange transaction.
underlying() - Method in class com.opengamma.strata.product.fx.FxVanillaOption.Meta
The meta-property for the underlying property.
underlying(ExpandedSwap) - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Builder
Sets the underlying swap.
underlying() - Method in class com.opengamma.strata.product.swaption.ExpandedSwaption.Meta
The meta-property for the underlying property.
underlying(Swap) - Method in class com.opengamma.strata.product.swaption.Swaption.Builder
Sets the underlying swap.
underlying() - Method in class com.opengamma.strata.product.swaption.Swaption.Meta
The meta-property for the underlying property.
underlyingCurve() - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve.Meta
The meta-property for the underlyingCurve property.
underlyingLink(SecurityLink<BondFuture>) - Method in class com.opengamma.strata.product.bond.BondFutureOption.Builder
Sets the link to the underlying future.
underlyingLink() - Method in class com.opengamma.strata.product.bond.BondFutureOption.Meta
The meta-property for the underlyingLink property.
underlyingLink(SecurityLink<GenericFuture>) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
Sets the link to the underlying future.
underlyingLink() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
The meta-property for the underlyingLink property.
underlyingLink(SecurityLink<IborFuture>) - Method in class com.opengamma.strata.product.index.IborFutureOption.Builder
Sets the link to the underlying future.
underlyingLink() - Method in class com.opengamma.strata.product.index.IborFutureOption.Meta
The meta-property for the underlyingLink property.
underlyingQuantity(long) - Method in class com.opengamma.strata.product.future.GenericFutureOption.Builder
Sets the quantity of the underlying future that the option refers to, defaulted to 1.
underlyingQuantity() - Method in class com.opengamma.strata.product.future.GenericFutureOption.Meta
The meta-property for the underlyingQuantity property.
underlyingSwap(Swap) - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Builder
Sets the underlying swap.
underlyingSwap() - Method in class com.opengamma.strata.product.swap.DeliverableSwapFuture.Meta
The meta-property for the underlyingSwap property.
union(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Calculates the range that is the union of this range and the specified range.
union(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Obtains the union of a pair of time series.
UNIT_AMOUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The unit amount.
unitParameterSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.view.DiscountFactors
Calculates the unit parameter sensitivity of the forward rate at the specified fixing date.
unitParameterSensitivity(YearMonth) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
unitParameterSensitivity(YearMonth) - Method in interface com.opengamma.strata.market.view.PriceIndexValues
Calculates the unit parameter sensitivity of the forward value at the specified fixing month.
unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
UnitSecurity<P extends Product> - Class in com.opengamma.strata.product
A standard implementation of a security shared between trades.
UnitSecurity.Builder<P extends Product> - Class in com.opengamma.strata.product
The bean-builder for UnitSecurity.
UnitSecurity.Meta<P extends Product> - Class in com.opengamma.strata.product
The meta-bean for UnitSecurity.
UNKNOWN - Static variable in class com.opengamma.strata.market.ValueType
Type used when the meaning of each value is not known - 'Unknown'.
UNSUPPORTED - Static variable in class com.opengamma.strata.report.framework.format.ValueFormatters
The formatter to be used when no specific formatter exists for the object.
upfrontFee(Payment) - Method in class com.opengamma.strata.product.credit.FeeLeg.Builder
Sets the upfront fee.
upfrontFee() - Method in class com.opengamma.strata.product.credit.FeeLeg.Meta
The meta-property for the upfrontFee property.
upfrontFeeAmount(Double) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
Sets the upfront fee amount, optional.
upfrontFeeAmount() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
The meta-property for the upfrontFeeAmount property.
upfrontFeeAmount - Variable in class com.opengamma.strata.product.credit.ExpandedCds
The upfront fee amount, optional.
upfrontFeePaymentDate(LocalDate) - Method in class com.opengamma.strata.product.credit.ExpandedCds.Builder
Sets the upfront fee date, optional.
upfrontFeePaymentDate() - Method in class com.opengamma.strata.product.credit.ExpandedCds.Meta
The meta-property for the upfrontFeePaymentDate property.
upfrontFeePaymentDate - Variable in class com.opengamma.strata.product.credit.ExpandedCds
The upfront fee date, optional.
US - Static variable in class com.opengamma.strata.basics.location.Country
The country 'US' - United States.
USA_CPI_U - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for US Urban consumers, "Non-revised index of Consumer Prices for All Urban Consumers (CPI-U) before seasonal adjustment".
USD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'USD' - United States Dollar.
USD_CHF_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from USD to CHF, as defined by the WM company "Closing Spot rates".
USD_DEPOSIT - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'USD-Deposit' term deposit convention.
USD_DEPOSIT_T0 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'USD-Deposit-T' term deposit convention with T+0 settlement date, used for O/N deposits.
USD_DEPOSIT_T1 - Static variable in class com.opengamma.strata.product.deposit.type.TermDepositConventions
The 'USD-Deposit-T' term deposit convention with T+1 settlement date, used for T/N deposits
USD_EUROPEAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
The 'USD-European' CDS convention.
USD_FED_FUND - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The FED_FUND index for USD.
USD_FIXED_1Y_FED_FUND_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'USD-FIXED-1Y-FED-FUND-OIS' swap convention.
USD_FIXED_1Y_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'USD-FIXED-1Y-LIBOR-3M' swap convention.
USD_FIXED_6M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.FixedIborSwapConventions
The 'USD-FIXED-6M-LIBOR-3M' swap convention.
USD_FIXED_TERM_FED_FUND_OIS - Static variable in class com.opengamma.strata.product.swap.type.FixedOvernightSwapConventions
The 'USD-FIXED-TERM-FED-FUND-OIS' swap convention.
USD_ISDA - Static variable in class com.opengamma.strata.product.credit.type.IsdaYieldCurveConventions
The 'USD-ISDA' curve.
USD_JPY_WM - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from USD to JPY, as defined by the WM company "Closing Spot rates".
USD_LIBOR_1100_10Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 10 years.
USD_LIBOR_1100_15Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 15 years.
USD_LIBOR_1100_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 1 year.
USD_LIBOR_1100_20Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 20 years.
USD_LIBOR_1100_2Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 2 years.
USD_LIBOR_1100_30Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 30 years.
USD_LIBOR_1100_3Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 3 years.
USD_LIBOR_1100_4Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 4 years.
USD_LIBOR_1100_5Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 5 years.
USD_LIBOR_1100_6Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 6 years.
USD_LIBOR_1100_7Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 7 years.
USD_LIBOR_1100_8Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 8 years.
USD_LIBOR_1100_9Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1100 for tenor of 9 years.
USD_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for USD.
USD_LIBOR_1500_1Y - Static variable in class com.opengamma.strata.product.swap.SwapIndices
USD Rates 1500 for tenor of 1 year.
USD_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for USD.
USD_LIBOR_1M_LIBOR_3M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'USD-LIBOR-1M-LIBOR-3M' swap convention.
USD_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for USD.
USD_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for USD.
USD_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for USD.
USD_LIBOR_3M_LIBOR_6M - Static variable in class com.opengamma.strata.product.swap.type.IborIborSwapConventions
The 'USD-LIBOR-3M-LIBOR-6M' swap convention.
USD_LIBOR_3M_MONTHLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
The 'USD-LIBOR-3M-Monthly-IMM' convention.
USD_LIBOR_3M_QUARTERLY_IMM - Static variable in class com.opengamma.strata.product.index.type.IborFutureConventions
The 'USD-LIBOR-3M-Quarterly-IMM' convention.
USD_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for USD.
USD_NORTH_AMERICAN - Static variable in class com.opengamma.strata.product.credit.type.CdsConventions
The 'USD-NorthAmerican' CDS convention.
USGS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
The holiday calendar for United States Government Securities, with code 'USGS'.
USNY - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
The holiday calendar for New York, United States, with code 'USNY'.

V

validate(ExpandedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Validates that the rates and volatilities providers are coherent and that the swaption is single currency cash par-yield.
validate(ExpandedSwaption, RatesProvider, SwaptionVolatilities) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Validates that the rates and volatilities providers are coherent and that the swaption is single currency physical.
validateNotPresent(XmlElement, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Validates that a specific element is not present.
validateScheme(XmlElement, String, String) - Method in class com.opengamma.strata.loader.fpml.FpmlDocument
Validates that the scheme attribute is known.
validateSwaption(ExpandedSwaption) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Validates that the swaption is single currency cash par-yield.
validateSwaption(ExpandedSwaption) - Method in class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Validates that the swaption is single currency physical.
valuationDate() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
Sets the valuation date.
valuationDate() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Sets the valuation date associated with the market data, replacing the existing valuation date.
valuationDate(MarketDataBox<LocalDate>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Sets the valuation date associated with the market data, replacing the existing valuation date.
valuationDate() - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Builder
Sets the valuation date.
valuationDate() - Method in class com.opengamma.strata.pricer.rate.LegalEntityDiscountingProvider.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the valuation date.
valuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
Sets the valuation date.
valuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the valuation date.
valuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the valuationDate property.
valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Builder
Sets the valuation date-time.
valuationDateTime() - Method in class com.opengamma.strata.pricer.bond.BlackVolatilityExpLogMoneynessBondFutureProvider.Meta
The meta-property for the valuationDateTime property.
valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Builder
Sets the valuation date-time.
valuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilityFlatFxProvider.Meta
The meta-property for the valuationDateTime property.
valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Builder
Sets the valuation date-time.
valuationDateTime() - Method in class com.opengamma.strata.pricer.fx.BlackVolatilitySurfaceFxProvider.Meta
The meta-property for the valuationDateTime property.
valuationDateTime() - Method in class com.opengamma.strata.pricer.index.HullWhiteOneFactorPiecewiseConstantParametersProvider.Meta
The meta-property for the valuationDateTime property.
valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
Sets the valuation date-time.
valuationDateTime() - Method in class com.opengamma.strata.pricer.index.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
The meta-property for the valuationDateTime property.
valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities.Meta
The meta-property for the valuationDateTime property.
valuationDateTime() - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities.Meta
The meta-property for the valuationDateTime property.
value(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.Payment.Builder
Sets the amount of the payment.
value() - Method in class com.opengamma.strata.basics.currency.Payment.Meta
The meta-property for the value property.
value(ScenarioMarketDataValue<T>) - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Builder
Sets the market data value which provides data for multiple scenarios.
value() - Method in class com.opengamma.strata.basics.market.ScenarioMarketDataBox.Meta
The meta-property for the value property.
value(T) - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Builder
Sets the market data value used in all scenarios.
value() - Method in class com.opengamma.strata.basics.market.SingleMarketDataBox.Meta
The meta-property for the value property.
value(ValueAdjustment) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
Sets the value representing the change that occurs.
value() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.collect.id.StandardId.Meta
The meta-property for the value property.
value(String) - Method in class com.opengamma.strata.collect.io.PropertySet
Gets a single value from this property set.
value() - Method in class com.opengamma.strata.collect.result.Result.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.market.option.DeltaStrike.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.market.option.LogMoneynessStrike.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.market.option.MoneynessStrike.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.market.option.SimpleStrike.Meta
The meta-property for the value property.
value(YearMonth) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
value(YearMonth) - Method in interface com.opengamma.strata.market.view.PriceIndexValues
Gets the historic or forward rate at the specified fixing month.
value(T, ImmutableRatesProvider) - Method in interface com.opengamma.strata.pricer.calibration.CalibrationMeasure
Calculates the value, such as par spread.
value(Trade, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.calibration.CalibrationMeasures
Calculates the value, such as par spread.
value(T, ImmutableRatesProvider) - Method in class com.opengamma.strata.pricer.calibration.TradeCalibrationMeasure
 
value(CurrencyAmount) - Method in class com.opengamma.strata.product.payment.BulletPayment.Builder
Sets the amount of the payment.
value() - Method in class com.opengamma.strata.product.payment.BulletPayment.Meta
The meta-property for the value property.
value(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
Sets the reference to a value to display in this column.
value() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
The meta-property for the value property.
ValueAdjustment - Class in com.opengamma.strata.basics.value
An adjustment to a value, describing how to change one value into another.
ValueAdjustment.Meta - Class in com.opengamma.strata.basics.value
The meta-bean for ValueAdjustment.
ValueAdjustmentType - Enum in com.opengamma.strata.basics.value
The type of value adjustment.
ValueDerivatives - Class in com.opengamma.strata.basics.value
A value and its derivatives.
valueFailures() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
The meta-property for the valueFailures property.
ValueFormatter<T> - Interface in com.opengamma.strata.report.framework.format
Formats a value into a string.
ValueFormatters - Class in com.opengamma.strata.report.framework.format
Provides standard formatters.
valueList(String) - Method in class com.opengamma.strata.collect.io.PropertySet
Gets the list of values associated with the specified key.
valueOf(String) - Static method in enum com.opengamma.strata.basics.BuySell
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.index.FloatingRateType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.LongShort
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.PayReceive
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.PutCall
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.collect.result.FailureReason
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.market.curve.IsdaYieldCurveUnderlyingType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.market.ShiftType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.market.value.CompoundedRateType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.bond.YieldConvention
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.credit.ReferenceInformationType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.credit.RestructuringClause
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.credit.SeniorityLevel
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swap.SwapLegType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swaption.CashSettlementMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.product.swaption.SettlementType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.report.framework.format.FormatCategory
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.report.framework.format.ReportOutputFormat
Returns the enum constant of this type with the specified name.
ValuePathEvaluator - Class in com.opengamma.strata.report.framework.expression
Evaluates a path describing a value to be shown in a trade report.
valuePointSensitivity(YearMonth) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
 
valuePointSensitivity(YearMonth) - Method in interface com.opengamma.strata.market.view.PriceIndexValues
Calculates the point sensitivity of the historic or forward value at the specified fixing month.
ValueRootType - Enum in com.opengamma.strata.report.framework.expression
Enumerates the possible value path roots.
values() - Static method in enum com.opengamma.strata.basics.BuySell
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.index.FloatingRateType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.LongShort
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Method in class com.opengamma.strata.basics.market.ImmutableMarketData.Meta
The meta-property for the values property.
values(Map<? extends MarketDataKey<?>, ?>) - Method in class com.opengamma.strata.basics.market.ImmutableMarketDataBuilder
Sets the values in the builder, replacing any existing values.
values() - Method in class com.opengamma.strata.basics.market.ImmutableTypedReferenceData.Meta
The meta-property for the values property.
values() - Method in class com.opengamma.strata.basics.market.ScenarioValuesList.Meta
The meta-property for the values property.
values() - Static method in enum com.opengamma.strata.basics.PayReceive
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.PutCall
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironment.Meta
The meta-property for the values property.
values(Map<? extends MarketDataId<?>, MarketDataBox<?>>) - Method in class com.opengamma.strata.calc.marketdata.MarketEnvironmentBuilder
Sets the market data values in this builder, replacing the existing set.
values() - Method in class com.opengamma.strata.calc.runner.function.result.CurrencyValuesArray.Meta
The meta-property for the values property.
values() - Method in class com.opengamma.strata.calc.runner.function.result.FxConvertibleList.Meta
The meta-property for the values property.
values() - Method in class com.opengamma.strata.calc.runner.function.result.MultiCurrencyValuesArray.Meta
The meta-property for the values property.
values() - Static method in enum com.opengamma.strata.collect.result.FailureReason
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns a stream over the values of this time-series.
values() - Static method in enum com.opengamma.strata.market.curve.IsdaYieldCurveUnderlyingType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.market.ShiftType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.market.value.CompoundedRateType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.bond.YieldConvention
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.cms.CmsPeriodType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.common.FutureOptionPremiumStyle
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.credit.ReferenceInformationType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.credit.RestructuringClause
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.credit.SeniorityLevel
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.fra.FraDiscountingMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.CompoundingMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.FixingRelativeTo
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.FxResetFixingRelativeTo
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.IborRateAveragingMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.NegativeRateMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.OvernightAccrualMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.PaymentRelativeTo
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swap.SwapLegType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swaption.CashSettlementMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.product.swaption.SettlementType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.report.framework.expression.ValueRootType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.report.framework.format.FormatCategory
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.report.framework.format.ReportOutputFormat
Returns an array containing the constants of this enum type, in the order they are declared.
ValueSchedule - Class in com.opengamma.strata.basics.value
A value that can vary over time.
ValueSchedule.Builder - Class in com.opengamma.strata.basics.value
The bean-builder for ValueSchedule.
ValueSchedule.Meta - Class in com.opengamma.strata.basics.value
The meta-bean for ValueSchedule.
ValueStep - Class in com.opengamma.strata.basics.value
A single step in the variation of a value over time.
ValueStep.Builder - Class in com.opengamma.strata.basics.value
The bean-builder for ValueStep.
ValueStep.Meta - Class in com.opengamma.strata.basics.value
The meta-bean for ValueStep.
ValueType - Class in com.opengamma.strata.market
The type of a value.
vega(FxVanillaOption, RatesProvider, BlackVolatilityFxProvider) - Method in class com.opengamma.strata.pricer.fx.BlackFxVanillaOptionProductPricer
Calculates the vega of the foreign exchange vanilla option product.
VOLATILITY - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a volatility - 'Volatility'.
volatility(ZonedDateTime, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Calculates the volatility at the specified date-time.
volatility(double, double, double, double) - Method in interface com.opengamma.strata.market.view.SwaptionVolatilities
Calculates the volatility at the specified date-time.
volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.BlackSwaptionExpiryTenorVolatilities
 
volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.NormalSwaptionExpiryTenorVolatilities
 
volatility(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
volatilityAdjoint(double, double, double, double) - Method in class com.opengamma.strata.pricer.swaption.SabrParametersSwaptionVolatilities
 
volatilityAdjoint(double, double, double, double) - Method in interface com.opengamma.strata.pricer.swaption.SabrSwaptionVolatilities
Calculates the volatility and associated sensitivities.
VolatilitySwaptionCashParYieldProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with par yield curve method of cash settlement based on volatilities.
VolatilitySwaptionCashParYieldProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionCashParYieldProductPricer
Creates an instance.
VolatilitySwaptionPhysicalProductPricer - Class in com.opengamma.strata.pricer.swaption
Pricer for swaption with physical settlement based on volatilities.
VolatilitySwaptionPhysicalProductPricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.swaption.VolatilitySwaptionPhysicalProductPricer
Creates an instance.

W

weekendDays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
The meta-property for the weekendDays property.
WEIGHT - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The weight of this observation.
weight(double) - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Builder
Sets the weight to apply to this fixing.
weight() - Method in class com.opengamma.strata.product.rate.IborAveragedFixing.Meta
The meta-property for the weight property.
weight(double) - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Builder
Sets the positive weight used when interpolating.
weight() - Method in class com.opengamma.strata.product.rate.InflationInterpolatedRateObservation.Meta
The meta-property for the weight property.
with(int, double) - Method in class com.opengamma.strata.collect.array.DoubleArray
Returns an instance with the value at the specified index changed.
with(int, int, double) - Method in class com.opengamma.strata.collect.array.DoubleMatrix
Returns an instance with the value at the specified index changed.
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Returns an instance with the specified sensitivity currency set.
withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Returns an instance with the specified currency applied to the sensitivities in this builder.
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSabrSensitivity
Returns an instance with the specified sensitivity currency.
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
withCurve(InterpolatedNodalCurve) - Method in class com.opengamma.strata.market.view.ForwardPriceIndexValues
Returns a new instance with a different curve.
withCurve(Curve) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
Returns a new instance with a different curve.
withCurve(Curve) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
Returns a new instance with a different curve.
withCurve(Curve) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
Returns a new instance with a different curve.
withCurveDefinitions(List<NodalCurveDefinition>) - Method in class com.opengamma.strata.market.curve.CurveGroupDefinition
Returns a copy of this object containing the specified curve definitions.
withDate(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Returns a copy of this point with another date.
withDefaultRules(CalculationRules) - Method in class com.opengamma.strata.calc.Column
Returns a column whose rules are derived from the rules in this column composed with the default rules.
withDiscountFactors(DiscountFactors, DiscountFactors) - Method in class com.opengamma.strata.market.view.DiscountFxForwardRates
Returns a new instance with different discount factors.
withDiscountFactors(DiscountFactors) - Method in class com.opengamma.strata.market.view.DiscountIborIndexRates
Returns a new instance with different discount factors.
withDiscountFactors(DiscountFactors) - Method in class com.opengamma.strata.market.view.DiscountOvernightIndexRates
Returns a new instance with different discount factors.
withEndExclusive(TemporalAdjuster) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Returns a copy of this range with the end date adjusted.
withNode(int, double, double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Returns a new curve with an additional node with no parameter metadata.
withNode(int, CurveParameterMetadata, double, double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Returns a new curve with an additional node, specifying the parameter metadata.
withParameterMetadata(List<CurveParameterMetadata>) - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Returns an instance where the parameter metadata has been changed.
withParameterMetadata(List<CurveParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
withParameterMetadata(List<SurfaceParameterMetadata>) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata
 
withParameterMetadata(List<SurfaceParameterMetadata>) - Method in interface com.opengamma.strata.market.surface.SurfaceMetadata
Returns an instance where the parameter metadata has been changed.
withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.CurveCurrencyParameterSensitivity
Returns an instance with the new parameter sensitivity values.
withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.curve.CurveUnitParameterSensitivity
Returns an instance with the new parameter sensitivity values.
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.BondFutureOptionSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.FxForwardSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.FxOptionSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.IssuerCurveZeroRateSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
withSensitivity(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Returns an instance with the new point sensitivity value.
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.RepoCurveZeroRateSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.SwaptionSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
withSensitivity(DoubleArray) - Method in class com.opengamma.strata.market.surface.SurfaceCurrencyParameterSensitivity
Returns an instance with the new parameter sensitivity values.
withStart(TemporalAdjuster) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Returns a copy of this range with the start date adjusted.
withValue(double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Returns a copy of this point with another value.
withValue(double) - Method in class com.opengamma.strata.market.option.DeltaStrike
 
withValue(double) - Method in class com.opengamma.strata.market.option.LogMoneynessStrike
 
withValue(double) - Method in class com.opengamma.strata.market.option.MoneynessStrike
 
withValue(double) - Method in class com.opengamma.strata.market.option.SimpleStrike
 
withValue(double) - Method in interface com.opengamma.strata.market.option.Strike
Creates an new instance of the same strike type with value.
withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
withYValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
withYValues(DoubleArray) - Method in interface com.opengamma.strata.market.curve.NodalCurve
Returns a new curve with the specified values.
withZValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
withZValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
withZValues(DoubleArray) - Method in interface com.opengamma.strata.market.surface.NodalSurface
Returns a new surface with the specified values.
wrap(Supplier<Result<T>>) - Static method in class com.opengamma.strata.collect.result.Result
Creates a Result wrapping the result produced by the supplier.
wrap(CheckedRunnable) - Static method in class com.opengamma.strata.collect.Unchecked
Wraps a block of code, converting checked exceptions to unchecked.
wrap(CheckedSupplier<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Wraps a block of code, converting checked exceptions to unchecked.
writeAsciiTable(OutputStream) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
writeAsciiTable(R, OutputStream) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
Outputs the report as an ASCII table.
writeAsciiTable(OutputStream) - Method in interface com.opengamma.strata.report.Report
Writes this report out as an ASCII table.
writeAsciiTable(OutputStream) - Method in class com.opengamma.strata.report.trade.TradeReport
 
writeCsv(OutputStream) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
writeCsv(R, OutputStream) - Method in class com.opengamma.strata.report.framework.format.ReportFormatter
Outputs the report table in CSV format.
writeCsv(OutputStream) - Method in interface com.opengamma.strata.report.Report
Writes this report out in a CSV format.
writeCsv(OutputStream) - Method in class com.opengamma.strata.report.trade.TradeReport
 
writeLine(List<String>) - Method in class com.opengamma.strata.collect.io.CsvOutput
Writes a CSV line to the underlying, only quoting if needed.
writeLine(List<String>, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput
Writes a CSV line to the underlying.
writeLines(Iterable<? extends List<String>>, boolean) - Method in class com.opengamma.strata.collect.io.CsvOutput
Writes CSV lines to the underlying.

X

XAG - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XAG' - Silver (troy ounce).
XAU - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XAU' - Gold (troy ounce).
XCcyIborIborSwapConvention - Interface in com.opengamma.strata.product.swap.type
A market convention for cross-currency Ibor-Ibor swap trades without FX reset.
XCcyIborIborSwapConventions - Class in com.opengamma.strata.product.swap.type
Market standard cross-currency Ibor-Ibor swap conventions.
XCcyIborIborSwapCurveNode - Class in com.opengamma.strata.market.curve.node
A curve node whose instrument is a cross-currency Ibor-Ibor interest rate swap.
XCcyIborIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.node
The bean-builder for XCcyIborIborSwapCurveNode.
XCcyIborIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.node
The meta-bean for XCcyIborIborSwapCurveNode.
XCcyIborIborSwapTemplate - Class in com.opengamma.strata.product.swap.type
A template for creating cross-currency Ibor-Ibor swap trades.
XCcyIborIborSwapTemplate.Builder - Class in com.opengamma.strata.product.swap.type
The bean-builder for XCcyIborIborSwapTemplate.
XCcyIborIborSwapTemplate.Meta - Class in com.opengamma.strata.product.swap.type
The meta-bean for XCcyIborIborSwapTemplate.
XmlElement - Class in com.opengamma.strata.collect.io
A single element in the tree structure of XML.
XmlFile - Class in com.opengamma.strata.collect.io
An XML file.
XPD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XPD' - Paladium (troy ounce).
XPT - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XPT' - Platinum (troy ounce).
xValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the array of x-values, one for each point.
xValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the xValues property.
xValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
Sets the array of x-values, one for each point.
xValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
The meta-property for the xValues property.
xValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
The meta-property for the xValueType property.
xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the x-value type, providing meaning to the x-values of the curve.
xValueType(ValueType) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the x-value type, providing meaning to the x-values of the curve.
xValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the xValueType property.
xValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
Sets the x-value type, providing meaning to the x-values of the curve.
xValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
The meta-property for the xValueType property.
XXX - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XXX' - No applicable currency.

Y

YEAR_FRACTION - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a year fraction relative to a base date - 'YearFraction'.
yearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the year fraction between the specified dates.
yearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the year fraction between the specified dates.
yearFraction(DayCount, Schedule) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Calculates the year fraction using the specified day count.
yearFraction() - Method in class com.opengamma.strata.market.surface.meta.FxVolatilitySurfaceYearFractionNodeMetadata.Meta
The meta-property for the yearFraction property.
yearFraction() - Method in class com.opengamma.strata.market.surface.meta.GenericVolatilitySurfaceYearFractionMetadata.Meta
The meta-property for the yearFraction property.
yearFraction() - Method in class com.opengamma.strata.market.surface.meta.SwaptionSurfaceExpiryTenorNodeMetadata.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.bond.FixedCouponBondPaymentPeriod.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.cms.CmsPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.cms.CmsPeriod.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Builder
Sets the year fraction between the start and end date.
yearFraction() - Method in class com.opengamma.strata.product.deposit.ExpandedIborFixingDeposit.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Builder
Sets the year fraction between the start and end date.
yearFraction() - Method in class com.opengamma.strata.product.deposit.ExpandedTermDeposit.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.fra.ExpandedFra.Builder
Sets the year fraction between the start and end date.
yearFraction() - Method in class com.opengamma.strata.product.fra.ExpandedFra.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Builder
Sets the year fraction that the accrual period represents.
yearFraction() - Method in class com.opengamma.strata.product.swap.RateAccrualPeriod.Meta
The meta-property for the yearFraction property.
yearMonth() - Method in class com.opengamma.strata.market.curve.meta.YearMonthCurveNodeMetadata.Meta
The meta-property for the yearMonth property.
YearMonthCurveNodeMetadata - Class in com.opengamma.strata.market.curve.meta
Curve node metadata for a curve node with a specific year-month.
YearMonthCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve.meta
The meta-bean for YearMonthCurveNodeMetadata.
yieldConvention(YieldConvention) - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.ExpandedFixedCouponBond.Meta
The meta-property for the yieldConvention property.
yieldConvention(YieldConvention) - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Builder
Sets yield convention.
yieldConvention() - Method in class com.opengamma.strata.product.bond.FixedCouponBond.Meta
The meta-property for the yieldConvention property.
YieldConvention - Enum in com.opengamma.strata.product.bond
A convention defining accrued interest calculation type for a bond security.
yieldCurveInstruments() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
The meta-property for the yieldCurveInstruments property.
yieldCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveInputs.Meta
The meta-property for the yieldCurvePoints property.
yieldFromDirtyPrice(FixedCouponBond, LocalDate, double) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the yield of the fixed coupon bond product from dirty price.
yValue(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
yValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
The meta-property for the yValue property.
yValue(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
yValue(double) - Method in interface com.opengamma.strata.market.curve.Curve
Computes the y-value for the specified x-value.
yValue(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
yValue(double) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.AddFixedCurve
 
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
yValueParameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.Curve
Computes the sensitivity of the y-value with respect to the curve parameters.
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.perturb.ParallelShiftedCurve
 
yValues(DoubleArray) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the array of y-values, one for each point.
yValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the yValues property.
yValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
Sets the array of y-values, one for each point.
yValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
The meta-property for the yValues property.
yValueType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
The meta-property for the yValueType property.
yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadataBuilder
Sets the y-value type, providing meaning to the y-values of the curve.
yValueType(ValueType) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Builder
Sets the y-value type, providing meaning to the y-values of the curve.
yValueType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurveDefinition.Meta
The meta-property for the yValueType property.
yValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
Sets the y-value type, providing meaning to the y-values of the curve.
yValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
The meta-property for the yValueType property.

Z

ZA - Static variable in class com.opengamma.strata.basics.location.Country
The country 'ZA' - South Africa.
ZAR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'ZAR' - South African Rand.
zero(Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
Obtains a zero amount instance of CurrencyAmount for the specified currency.
ZERO_RATE - Static variable in class com.opengamma.strata.market.ValueType
Type used when each value is a zero rate - 'ZeroRate'.
ZeroRateDiscountFactors - Class in com.opengamma.strata.market.view
Provides access to discount factors for a currency based on a zero rate continuously compounded curve.
ZeroRateDiscountFactors.Meta - Class in com.opengamma.strata.market.view
The meta-bean for ZeroRateDiscountFactors.
ZeroRatePeriodicDiscountFactors - Class in com.opengamma.strata.market.view
Provides access to discount factors for a currency based on a zero rate periodically-compounded curve.
ZeroRatePeriodicDiscountFactors.Meta - Class in com.opengamma.strata.market.view
The meta-bean for ZeroRatePeriodicDiscountFactors.
zeroRatePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.view.DiscountFactors
Calculates the zero rate point sensitivity at the specified date.
zeroRatePointSensitivity(LocalDate, Currency) - Method in interface com.opengamma.strata.market.view.DiscountFactors
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
zeroRatePointSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Calculates the zero rate point sensitivity at the specified date.
zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.IssuerCurveDiscountFactors
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
zeroRatePointSensitivity(LocalDate) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Calculates the zero rate point sensitivity at the specified date.
zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.RepoCurveDiscountFactors
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
zeroRatePointSensitivityWithSpread(LocalDate, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.market.view.DiscountFactors
Calculates the zero rate point sensitivity with z-spread at the specified date.
zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in interface com.opengamma.strata.market.view.DiscountFactors
Calculates the zero rate point sensitivity with z-spread at the specified date specifying the currency of the sensitivity.
zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.SimpleDiscountFactors
 
zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.ZeroRateDiscountFactors
 
zeroRatePointSensitivityWithSpread(LocalDate, Currency, double, CompoundedRateType, int) - Method in class com.opengamma.strata.market.view.ZeroRatePeriodicDiscountFactors
 
zeroRates(String, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing zero rates.
zeroRates(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing zero rates.
zeroRates(CurveName, DayCount, List<? extends CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.Curves
Creates curve metadata for a curve providing zero rates.
ZeroRateSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to the zero rate curve.
ZeroRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for ZeroRateSensitivity.
zip(Stream<A>, Stream<B>) - Static method in class com.opengamma.strata.collect.Guavate
Creates a stream that combines two other streams, continuing until either stream ends.
zipWithIndex(Stream<T>) - Static method in class com.opengamma.strata.collect.Guavate
Creates a stream that wraps a stream with the index.
zone(ZoneId) - Method in class com.opengamma.strata.product.TradeInfo.Builder
Sets the trade time-zone, optional.
zone() - Method in class com.opengamma.strata.product.TradeInfo.Meta
The meta-property for the zone property.
zSpreadFromCurvesAndDirtyPrice(Security<FixedCouponBond>, LegalEntityDiscountingProvider, double, CompoundedRateType, int) - Method in class com.opengamma.strata.pricer.bond.DiscountingFixedCouponBondProductPricer
Calculates the z-spread of the fixed coupon bond from curves and dirty price.
zValue() - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface.Meta
The meta-property for the zValue property.
zValue(double, double) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
zValue(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
zValue(DoublesPair) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
zValue(double, double) - Method in interface com.opengamma.strata.market.surface.Surface
Computes the z-value for the specified x-value and y-value.
zValue(DoublesPair) - Method in interface com.opengamma.strata.market.surface.Surface
Computes the z-value for the specified pair of x-value and y-value.
zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.ConstantNodalSurface
 
zValueParameterSensitivity(double, double) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
zValueParameterSensitivity(DoublesPair) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface
 
zValueParameterSensitivity(double, double) - Method in interface com.opengamma.strata.market.surface.Surface
Computes the sensitivity of the z-value with respect to the surface parameters.
zValueParameterSensitivity(DoublesPair) - Method in interface com.opengamma.strata.market.surface.Surface
Computes the sensitivity of the z-value with respect to the surface parameters.
zValues(DoubleArray) - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Builder
Sets the array of z-values, one for each point.
zValues() - Method in class com.opengamma.strata.market.surface.InterpolatedNodalSurface.Meta
The meta-property for the zValues property.
zValueType(ValueType) - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Builder
Sets the x-value type, providing meaning to the z-values of the curve.
zValueType() - Method in class com.opengamma.strata.market.surface.DefaultSurfaceMetadata.Meta
The meta-property for the zValueType property.
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Copyright 2009-Present by OpenGamma Inc. and individual contributors
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